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Tail expectation and imperfect competition in limit order book markets
Baruch, Shmuel
;
Glosten, Lawrence R.
- In:
Journal of economic theory
183
(
2019
),
pp. 661-697
Persistent link: https://www.econbiz.de/10012131384
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2
Market distortions and local indeterminacy : a general approach
Lloyd-Braga, Teresa
;
Modesto, Leonor
;
Seegmuller, Thomas
- In:
Journal of economic theory
151
(
2014
),
pp. 216-247
Persistent link: https://www.econbiz.de/10010389623
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