Endogenous market integration, manipulation and limits to arbitrage
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Citations
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Cited by:
- Rohit Rahi & Jean-Pierre Zigrand, 2009.
"Strategic Financial Innovation in Segmented Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 2941-2971, August.
- Jean-Pierre Zigrand & Rohit Rahi, 2004. "Strategic Financial Innovation in Segmented Markets," FMG Discussion Papers dp520, Financial Markets Group.
- Jean-Pierre Zigrand & Rohit Rahi, 2007. "Strategic Financial Innovation in Segmented Markets," FMG Discussion Papers dp595, Financial Markets Group.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2007. "Strategic financial innovation in segmented markets," LSE Research Online Documents on Economics 24503, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2004. "Strategic financial innovation in segmented markets," LSE Research Online Documents on Economics 24785, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2004. "Strategic Financial Innovation in Segmented Markets," CEPR Discussion Papers 4176, C.E.P.R. Discussion Papers.
- Leung, Henry & Ton, Thai, 2015.
"The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks,"
Journal of Banking & Finance, Elsevier, vol. 55(C), pages 37-55.
- Leung, H. & Ton, T., 2015. "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 85516, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Andrés Carvajal & Marek Weretka, 2012. "No-arbitrage, state prices and trade in thin financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 223-268, May.
- Carosi, Laura & Gori, Michele & Villanacci, Antonio, 2009. "Endogenous restricted participation in general financial equilibrium," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 787-806, December.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2013.
"Walrasian foundations for equilibria in segmented markets,"
LSE Research Online Documents on Economics
62008, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2014. "Walrasian foundations for equilibria in segmented markets," LSE Research Online Documents on Economics 55940, London School of Economics and Political Science, LSE Library.
- Anthropelos, Michail & Kardaras, Constantinos, 2024. "Price impact under heterogeneous beliefs and restricted participation," Journal of Economic Theory, Elsevier, vol. 215(C).
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