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

@@ Property / arXiv ID @@
+.07791
@@ Property / arXiv ID: 1806.07791 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions
+Normal rank
@@ Property / cites work @@
+Imperfect Competition in a Multi-Security Market with Risk Neutrality
+Normal rank
@@ Property / cites work @@
+Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems
+Normal rank
@@ Property / cites work @@
+Matrix Analysis
@@ Property / cites work: Matrix Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Asymmetric information and imperfect competition in a continuous time multivariate security model
+Normal rank
@@ Property / cites work @@
+Q2934168
@@ Property / cites work: Q2934168 / rank @@
+Normal rank
@@ Property / cites work @@
+Strategic Cross-Trading in the U.S. Stock Market*
@@ Property / cites work: Strategic Cross-Trading in the U.S. Stock Market* / rank @@
+Normal rank
@@ Property / cites work @@
+Cross-impact and no-dynamic-arbitrage
@@ Property / cites work: Cross-impact and no-dynamic-arbitrage / rank @@
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@@ Property / cites work @@
+Risk-averse insider trading in multi-asset sequential auction markets
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@@ Property / OpenAlex ID @@
+W3014396703
@@ Property / OpenAlex ID: W3014396703 / rank @@
+Normal rank