A model of market making with heterogeneous speculators
Year of publication: |
2021
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Authors: | Bargigli, Leonardo |
Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 16.2021, 1, p. 1-28
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Subject: | Asset pricing model | Heterogeneous beliefs | Market architecture | Market making | Foreign exchange market | Devisenmarkt | CAPM | Theorie | Theory | Spekulation | Speculation | Finanzmarkt | Financial market |
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