Original language | English |
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Pages (from-to) | 485-502 |
Number of pages | 18 |
Journal | Journal of Economic Dynamics & Control |
Volume | 91 |
DOIs | |
Publication status | Published - Jun 2018 |
Externally published | Yes |
Keywords
- Market microstructure
- Heterogeneous agent models
- Time-varying arbitrage
- Price discovery