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On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets
Keppo, Jussi, (1998)
Large platonic markets with delays
Limmer, Yannick, (2021)
Binary markets under transaction costs
Cordero, Fernando, (2014)
Generalized econometric models and methods for markets in disequilibrium
Mayer, Walter James, (1986)
Estimating disequilibrium models with limited a priori price-adjustment information
Mayer, Walter James, (1989)
A semiparametric panel data model for markets in disequilibrium
Mayer, Walter James, (2005)