Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence

DOI10.1515/bejte-2016-0114OpenAlexW2241399404MaRDI QIDQ2098915

Marta Faias, Jaime Luque

Publication date: 22 November 2022

Published in: The B. E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/bejte-2016-0114

zbMATH Keywords

equilibrium existencecross-listingsdemand differentiabilitymultiple exchange memberships

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Unnamed Item
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• On financial equilibrium with intermediation costs
• A Social Equilibrium Existence Theorem*
• Existence of an Equilibrium for a Competitive Economy
• Generic regularity of competitive equilibria with restricted participation
• Arbitrage and equilibrium with portfolio constraints

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