On the role of arbitrageurs in rational markets

Journal of Financial Economics

Volumn 81, Issue 1, 2006, Pages 143-173

  Basak, Suleyman ^a   Croitoru, Benjamin ^b  

^a CEPR   (United Kingdom)

^b MCGILL UNIVERSITY   (Canada)

Author keywords

Arbitrage; Asset pricing; Margin requirements; Noncompetitive markets; Risk sharing

Indexed keywords

EID: 33745168991     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.11.004     Document Type: Article

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