Existence of linear equilibria in the Kyle model with multiple informed traders

DOI10.1016/S0165-1765(01)00415-3zbMath0988.91052OpenAlexW2007390655WikidataQ126645402 ScholiaQ126645402MaRDI QIDQ5941378

Georg Nöldeke, Thomas Tröger

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00415-3

zbMATH Keywords

normal distributioninsider tradingKyle modellinear equilibrium

Mathematics Subject Classification ID

Trade models (91B60)

Related Items (3)

Insider trading with different risk attitudes ⋮ A characterization of the distributions that imply existence of linear equilibria in the Kyle-model ⋮ Existence of linear equilibria in the Kyle model with multiple informed traders

Cites Work

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• The normal distribution. Characterizations with applications
• Continuous Auctions and Insider Trading
• Existence of linear equilibria in the Kyle model with multiple informed traders

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