The no-arbitrage condition and financial markets with transaction costs and heterogeneous information-Reference-Cited by-同舟云学术

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The no-arbitrage condition and financial markets with transaction costs and heterogeneous information

Published:1999-03 Issue:1 Volume:10 Page:83-91
ISSN:1044-0283
Container-title:Global Finance Journal
language:en
Short-container-title:Global Finance Journal

Author:

Ardalan Kavous

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference36 articles.

1. Information in financial markets;Admati,1989

2. The informational role of prices;Admati;J Mon Econ,1991

3. A monopolistic market for information;Admati;J Econ Theory,1986

4. A theory of interaday patterns;Admati;Rev Fin Stud,1988

5. Direct and indirect sale of information;Admati;Econometrica,1990

Cited by 7 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. Pricing of European currency options considering the dynamic information costs;Global Finance Journal;2023-11

2. Computation of arbitrage in frictional bond markets;Theoretical Computer Science;2006-10

3. Optimal Consumption Portfolio and No-Arbitrage with Nonproportional Transaction Costs;Annals of Operations Research;2005-03

4. Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions;Annals of Operations Research;2005-01

5. Looking for Arbitrage or Term Structures in Frictional Markets;Lecture Notes in Computer Science;2005

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