The Multivariate Kyle Model: More is Different (Q5112726)

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scientific article; zbMATH DE number 7209457
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The Multivariate Kyle Model: More is Different
scientific article; zbMATH DE number 7209457

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    The Multivariate Kyle Model: More is Different (English)
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    8 June 2020
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    microstructure
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    impact
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    multivariate
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    price formation
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