Robustness of equilibrium in the Kyle model of informed speculation (Q902174)

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scientific article; zbMATH DE number 6527171
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    Robustness of equilibrium in the Kyle model of informed speculation
    scientific article; zbMATH DE number 6527171

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      Robustness of equilibrium in the Kyle model of informed speculation (English)
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      7 January 2016
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      market microstructure
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      informed speculation
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      Bayesian Nash equilibrium
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      uniqueness
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      robustness
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      information
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