On the role of arbitrageurs in rational markets

• 31 July 2006
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 81  (1) , 143-173
• https://doi.org/10.1016/j.jfineco.2004.11.004

Abstract

Keywords

• C60
• D50
• D90
• G11
• G12
• ARBITRAGE
• ASSET PRICING
• MARGIN REQUIREMENTS
• NONCOMPETITIVE MARKETS
• RISK-SHARING