Concentrated Equilibrium and Intraday Patterns in Financial Markets

DOI10.1080/1350486X.2012.656996zbMath1457.91359OpenAlexW2005718843MaRDI QIDQ3176518

Katsumasa Nishide, Ryosuke Ishii

Publication date: 20 July 2018

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486x.2012.656996

zbMATH Keywords

discretionary liquidity tradingKyle's modelendogenous market making

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Insider trading with correlation between liquidity trading and a public signal
• Continuous Auctions and Insider Trading

This page was built for publication: Concentrated Equilibrium and Intraday Patterns in Financial Markets