Financially constrained arbitrage in illiquid markets-Reference-Cited by-同舟云学术

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Financially constrained arbitrage in illiquid markets

Published:2006-12 Issue:12 Volume:30 Page:2793-2822
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Attari Mukarram,Mello Antonio S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference14 articles.

1. Synchronization risk and delayed arbitrage;Abreu;Journal of Financial Economics,2002

2. Noise trading, delegated portfolio management, and economic welfare;Dow;Journal of Political Economy,1997

3. Market liquidity, hedging and crashes;Gennotte;American Economic Review,1990

4. Equilibrium and welfare in markets with financially constrained arbitrageurs;Gromb;Journal of Financial Economics,2002

5. Optimal dynamic trading with leverage constraints;Grossman;Journal of Financial and Quantitative Analysis,1992

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Arbitrage with financial constraints and market power;Journal of Economic Theory;2024-04

2. ETF Primary Market Structure and Its Efficiency;SSRN Electronic Journal;2022

3. Resonance phenomena in option pricing with arbitrage;Physica A: Statistical Mechanics and its Applications;2020-02

4. Arbitrage with Financial Constraints and Market Power;SSRN Electronic Journal;2020

5. Which Markets Attract Arbitrageurs?;SSRN Electronic Journal;2014

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