{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,5,14]],"date-time":"2025-05-14T02:26:23Z","timestamp":1747189583981,"version":"3.40.5"},"reference-count":16,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"4","funder":[{"DOI":"10.13039\/501100003725","name":"National Research Foundation of Korea","doi-asserted-by":"publisher","award":["2020R1C1C1A01014142","2021R1A4A1032924"],"award-info":[{"award-number":["2020R1C1C1A01014142","2021R1A4A1032924"]}],"id":[{"id":"10.13039\/501100003725","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/100000001","name":"National Science Foundation","doi-asserted-by":"publisher","award":["DMS 1908255"],"award-info":[{"award-number":["DMS 1908255"]}],"id":[{"id":"10.13039\/100000001","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2022,12]]},"DOI":"10.1137\/22m1483384","type":"journal-article","created":{"date-parts":[[2022,10,26]],"date-time":"2022-10-26T14:51:36Z","timestamp":1666795896000},"page":"1326-1343","source":"Crossref","is-referenced-by-count":0,"title":["Endogenous Noise Trackers in a Radner Equilibrium"],"prefix":"10.1137","volume":"13","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-5361-081X","authenticated-orcid":true,"given":"Jin Hyuk","family":"Choi","sequence":"first","affiliation":[]},{"given":"Kim","family":"Weston","sequence":"additional","affiliation":[]}],"member":"351","published-online":{"date-parts":[[2022,10,26]]},"reference":[{"key":"atypb1","doi-asserted-by":"publisher","DOI":"10.1080\/17442508.2011.618881"},{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-018-0366-6"},{"volume-title":"Resolving Asset Pricing Puzzles Using Price-Impact, preprint, https:\/\/arxiv.org\/abs\/1910.02466","year":"2020","author":"Chen X.","key":"atypb3"},{"key":"atypb4","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-015-0268-9"},{"key":"atypb5","doi-asserted-by":"publisher","DOI":"10.1007\/s11579-020-00278-7"},{"key":"atypb6","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.02001"},{"volume-title":"Radner Equilibrium and Systems of Quadratic BSDEs with Discontinuous Generators, preprint, https:\/\/arxiv.org\/abs\/2008.03500","year":"2021","author":"Escauriaza L.","key":"atypb7"},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1016\/j.jet.2016.06.001"},{"key":"atypb9","first-page":"393","volume":"70","author":"Grossman S. J.","year":"1980","journal-title":"Amer. Econ. Rev."},{"key":"atypb10","doi-asserted-by":"publisher","DOI":"10.1137\/1.9780898719222"},{"key":"atypb11","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(80)90056-3"},{"key":"atypb12","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-0949-2"},{"key":"atypb13","doi-asserted-by":"publisher","DOI":"10.2307\/1913210"},{"volume-title":"Stanford Graduate School of Business","year":"2016","author":"Sannikov Y.","key":"atypb14"},{"key":"atypb15","doi-asserted-by":"publisher","DOI":"10.1111\/0022-1082.00321"},{"key":"atypb16","doi-asserted-by":"publisher","DOI":"10.1214\/17-AOP1190"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","deposited":{"date-parts":[[2022,12,22]],"date-time":"2022-12-22T16:11:26Z","timestamp":1671725486000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/22M1483384"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,10,26]]},"references-count":16,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2022,12]]}},"alternative-id":["10.1137\/22M1483384"],"URL":"https:\/\/doi.org\/10.1137\/22m1483384","relation":{},"ISSN":["1945-497X"],"issn-type":[{"type":"electronic","value":"1945-497X"}],"subject":[],"published":{"date-parts":[[2022,10,26]]}}}