IMPERFECT COMPETITION IN A MULTI-SECURITY MARKET WITH RISK NEUTRALITY

[1] A Theory of Intraday Patterns: Volume and Price Variability [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (01) : 3 - 40

[2] A NOISY RATIONAL-EXPECTATIONS EQUILIBRIUM FOR MULTI-ASSET SECURITIES MARKETS [J]. ECONOMETRICA, 1985, 53 (03) : 629 - 657

[3] Bellman R., 1970, INTRO MATRIX ANAL

[4] BHASIN A, 1992, INTERCONNECTEDNESS F

[5] CABALLE J, 1990, INSIDER TRADING ASSE

[6] CABALLE J, 1991, UNPUB TEST RESTRICTI

[7] PRICE-COMPETITION BETWEEN MARKET MAKERS [J]. REVIEW OF ECONOMIC STUDIES, 1993, 60 (03) : 735 - 751

[8] GRAYBILL FA, 1993, MATRICES APPLICATION

[9] GROSSMAN SJ, 1980, AM ECON REV, V70, P393

[10] ON THE AGGREGATION OF INFORMATION IN COMPETITIVE MARKETS [J]. JOURNAL OF ECONOMIC THEORY, 1980, 22 (03) : 477 - 498

[1] A Theory of Intraday Patterns: Volume and Price Variability [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (01) : 3 - 40

[2] A NOISY RATIONAL-EXPECTATIONS EQUILIBRIUM FOR MULTI-ASSET SECURITIES MARKETS [J]. ECONOMETRICA, 1985, 53 (03) : 629 - 657

[3] Bellman R., 1970, INTRO MATRIX ANAL

[4] BHASIN A, 1992, INTERCONNECTEDNESS F

[5] CABALLE J, 1990, INSIDER TRADING ASSE

[6] CABALLE J, 1991, UNPUB TEST RESTRICTI

[7] PRICE-COMPETITION BETWEEN MARKET MAKERS [J]. REVIEW OF ECONOMIC STUDIES, 1993, 60 (03) : 735 - 751

[8] GRAYBILL FA, 1993, MATRICES APPLICATION

[9] GROSSMAN SJ, 1980, AM ECON REV, V70, P393

[10] ON THE AGGREGATION OF INFORMATION IN COMPETITIVE MARKETS [J]. JOURNAL OF ECONOMIC THEORY, 1980, 22 (03) : 477 - 498