Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage
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- Lutz G. Arnold, 2009. "Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage," Review of Finance, European Finance Association, vol. 13(3), pages 521-553.
- Arnold, Lutz G., 2009. "Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage," University of Regensburg Working Papers in Business, Economics and Management Information Systems 13, University of Regensburg, Department of Economics.
References listed on IDEAS
- Shleifer, Andrei & Vishny, Robert W, 1997.
" The Limits of Arbitrage,"
Journal of Finance,
American Finance Association, vol. 52(1), pages 35-55, March.
- Andrei Shleifer & Robert W. Vishny, 1995. "The Limits of Arbitrage," NBER Working Papers 5167, National Bureau of Economic Research, Inc.
- Andrei Shleifer ad Robert W. Vishny, 1995. "The Limits of Arbitrage," Harvard Institute of Economic Research Working Papers 1725, Harvard - Institute of Economic Research.
- Barberis, Nicholas & Thaler, Richard, 2003. "A survey of behavioral finance," Handbook of the Economics of Finance,in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 18, pages 1053-1128 Elsevier.
- Glaser, Markus & Nöth, Markus & Weber, Martin, 2003. "Behavioral Finance," Sonderforschungsbereich 504 Publications 03-14, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
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- Lutz G. Arnold & Stephan Brunner, 2012. "Is Rational Speculation in the Presence of Positive Feedback Traders Destabilizing?," Working Papers 119, Bavarian Graduate Program in Economics (BGPE).
- Arnold, Lutz G. & Brunner, Stephan, 2015. "The economics of rational speculation in the presence of positive feedback trading," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 161-174.
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KeywordsAnlageverhalten ; Arbitrage; Behavioral Finance ; Grenzen der Arbitrage ; Existenz eines Gleichgewichts ; Sonnenflecken; behavioral finance ; limits of arbitrage ; existence of an equilibrium ; sunspots;
- G - Financial Economics
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