The Multivariate Kyle Model: More is Different (Q5112726): Difference between revisions

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+Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions
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+Imperfect Competition in a Multi-Security Market with Risk Neutrality
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+Continuous Auctions and Insider Trading
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+Asymmetric information and imperfect competition in a continuous time multivariate security model
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+Cross-impact and no-dynamic-arbitrage
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