Financial market structures revealed by pricing rules : efficient complete markets are prevalent
Year of publication: |
January 2018
|
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Authors: | Araújo, Aloisio Pessoa de ; Chateauneuf, Alain ; Faro, José Heleno |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 173.2018, p. 257-288
|
Subject: | Efficiency | Pricing rules | Risk-neutral probabilities | Bid-ask spreads | Complete markets | Incompleteness | Theorie | Theory | Unvollkommener Markt | Incomplete market | Finanzmarkt | Financial market | Effizienzmarkthypothese | Efficient market hypothesis | Geld-Brief-Spanne | Bid-ask spread | Marktstruktur | Market structure | Allokationseffizienz | Allocative efficiency |
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