No-arbitrage, state prices and trade in thin financial markets
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Volume (Year): 50 (2012)
Issue (Month): 1 (May)
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- Leonidas Koutsougeras & Konstantinos Papadopoulos, 2004. "Arbitrage and equilibrium in strategic security markets," Economic Theory, Springer, vol. 23(3), pages 553-568, March.
- Zigrand, Jean-Pierre, 2006. "Endogenous market integration, manipulation and limits to arbitrage," Journal of Mathematical Economics, Elsevier, vol. 42(3), pages 301-314, June.
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