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Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices)
Weyers, Sonia - In: Journal of mathematical economics 40 (2004) 8, pp. 903-922
Persistent link: https://www.econbiz.de/10002389265
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A strategic analysis of speculative trade in a two-sided asset market with information diversity
Rockenbach, Bettina - In: International game theory review 7 (2005) 2, pp. 151-170
Persistent link: https://www.econbiz.de/10002980362
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A strategic analysis of speculative trade in a two-sided asset market with information diversity
Rockenbach, Bettina - 2002
Persistent link: https://www.econbiz.de/10001724914
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Convergence to competitive equilibria and elimination of no-trade : (in a strategic market game with limit prices)
Weyers, Sonia - 2000 - Rev. version of 99/29/EPS
Persistent link: https://www.econbiz.de/10001634403
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Nash equilibrium for risk-averse investors in a market impact game with transient price impact
Luo, Xiangge; Schied, Alexander - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-27
Persistent link: https://www.econbiz.de/10012819919
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A market game with symmetric limit orders
Liao, Mouhua - In: Journal of mathematical economics 64 (2016), pp. 66-76
Persistent link: https://www.econbiz.de/10011665484
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Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias - 2017
Persistent link: https://www.econbiz.de/10012197703
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Imitation, stock markets and Stackelberg games
Mignanego, Fausto; Modesti, Paola - In: International journal of applied management science 6 (2014) 1, pp. 84-97
Persistent link: https://www.econbiz.de/10010390808
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Anti-limit pricing
Chŏn, Pyŏng-hŏn; Park, In-Uck - In: Hitotsubashi journal of economics 51 (2010) 2, pp. 57-78
Persistent link: https://www.econbiz.de/10008901242
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Limit pricing and entry under incomplete information : an equilibrium analysis
Milgrom, Paul; Roberts, John - 2007
Persistent link: https://www.econbiz.de/10003571485