Arbitrage with financial constraints and market power

DOI10.1016/j.jet.2024.105825zbMath1539.9112MaRDI QIDQ6537243

Vincent Fardeau

Publication date: 14 May 2024

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

zbMATH Keywords

market structureliquiditymargin requirementsVaRstrategic arbitrageVolcker rule

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Financially constrained arbitrage in illiquid markets
• Foundations of dynamic monopoly and the Coase conjecture
• Consumption choice and asset pricing with a non-price-taking agent
• Institutional Investors and Stock Market Volatility
• Strategic Trading and Welfare in a Dynamic Market
• The Rise of Market Power and the Macroeconomic Implications*
• Capacity Choice Counters the Coase Conjecture

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