Rohit Rahi

Tel: +44 (0)20 7955 7313

Publications

Discussion Papers
Nov 2013
DP 6
We study an economy with segmented financial markets and strategic arbitrageurs who link these markets. We show that the equilibrium of the arbitraged economy is asymptotically Walrasian in the sense that it converges to the equilibrium of an...
Discussion Papers
Sep 2013
DP 2
Financial market liquidity has become increasingly fragmented across multiple trading platforms. We propose an intuitive welfare-based market quality metric that can properly aggregate local market conditions across both securities and trading...