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Existence of equivalent martingale measures in finite dimensional securities markets
Girotto, Bruno - In: Journal of economic theory 69 (1996) 1, pp. 262-277
Persistent link: https://www.econbiz.de/10001200144
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Price crashes, information aggregation, and market-making
Madrigal, Vicente - In: Journal of economic theory 75 (1997) 1, pp. 16-63
Persistent link: https://www.econbiz.de/10001221952
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Liquid bundles
Farhi, Emmanuel; Tirole, Jean - In: Journal of economic theory 158 (2015), pp. 634-655
Persistent link: https://www.econbiz.de/10011548918
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Volatile policy and private information : the case of monetary shocks
Jones, Larry E.; Manuelli, Rodolfo E. - In: Journal of economic theory 99 (2001) 1/2, pp. 265-296
Persistent link: https://www.econbiz.de/10001604687
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Information-based trade
Bond, Philip; Eraslan, Hülya - In: Journal of economic theory 145 (2010) 5, pp. 1675-1703
Persistent link: https://www.econbiz.de/10009157192
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The dynamics of efficient asset trading with heterogeneous beliefs
Beker, Pablo F.; Espino, Emilio - In: Journal of economic theory 146 (2011) 1, pp. 189-229
Persistent link: https://www.econbiz.de/10009243008
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Competitive rational expectations equilibria without apology
Kovalenkov, Alexander; Vives, Xavier - In: Journal of economic theory 149 (2014), pp. 211-235
Persistent link: https://www.econbiz.de/10010258379
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Front-running dynamics
Bernhardt, Dan; Taub, Bart - In: Journal of economic theory 138 (2008) 1, pp. 288-296
Persistent link: https://www.econbiz.de/10003737063
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Injecting rational bubbles
Kocherlakota, Narayana Rao - In: Journal of economic theory 142 (2008) 1, pp. 218-232
Persistent link: https://www.econbiz.de/10003766377
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The negative value of private information in illiquid markets
Nezafat, Mahdi; Schroder, Mark D. - In: Journal of economic theory 210 (2023), pp. 1-50
Persistent link: https://www.econbiz.de/10014422624