Price impact under heterogeneous beliefs and restricted participation

DOI10.1016/j.jet.2023.105774arXiv1802.09954OpenAlexW4389670430MaRDI QIDQ6139988

Constantinos Kardaras, Michail Anthropelos

Publication date: 19 January 2024

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09954

zbMATH Keywords

welfareheterogeneous beliefsprice impactthin marketsrestricted participationdisagreement on second moments

Mathematics Subject Classification ID

Heterogeneous agent models (91B69) Financial markets (91G15)

Related Items (1)

Existence of an equilibrium with limited participation

Cites Work

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