30 citations · 110 across the 29 of their papers we have counts for
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q-fin.GN2014
Informational Efficiency under Short Sale Constraints
Robert A. Jarrow, Martin Larsson
A constrained informationally efficient market is defined to be one whose price process arises as the outcome of some equilibrium where agents face restrictions on trade. This pape…
q-fin.GN2013★ 1 cited
Non-Equivalent Beliefs and Subjective Equilibrium Bubbles
Martin Larsson
This paper develops a dynamic equilibrium model where agents exhibit a strong form of belief heterogeneity: they disagree about zero probability events. It is shown that, somewhat…