Order-Driven Markets are Almost Competitive

DOI10.1093/restud/rdv031zbMath1405.91365OpenAlexW2271385389MaRDI QIDQ4610773

Klaus Ritzberger

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f8e417ef8253e052b14fbd78287a9fb1320b0172

zbMATH Keywords

competitive equilibriumrational expectations equilibriummarket gamelimit order book

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Other game-theoretic models (91A40)

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