Strategic effects between price-takers and non-price-takers
type: Item
instance of: scholarly article
title: Strategic effects between price-takers and non-price-takers
author: Hans Hirth
author: Martin Walther
publication date: 2022-11-22T00:00:00Z
Mathematics Subject Classification ID: 91G15
zbMATH DE Number: 7622065
zbMATH Keywords: price-taking
zbMATH Keywords: market liquidity
zbMATH Keywords: non-price-taking
zbMATH Keywords: strategic effect
zbMATH Keywords: welfare
MaRDI profile type: Publication
full work available at URL: bejte-2016-0119
OpenAlex ID: W2794401915
cites work: Consumption choice and asset pricing with a non-price-taking agent
cites work: Continuous Auctions and Insider Trading
cites work: Informed Speculation with Imperfect Competition
cites work: Q3888790
cites work: The Incentives for Price-Taking Behavior in Large Exchange Economies
cites work: Submodularity and the evolution of Walrasian behavior
cites work: Imitators and optimizers in Cournot oligopoly
cites work: The Evolution of Walrasian Behavior
DOI: 10.1515/BEJTE-2016-0119
published in: The B.E. Journal of Theoretical Economics
description: scientific article; zbMATH DE number 7622065