A characterization of the distributions that imply existence of linear equilibria in the Kyle-model

DOI10.1007/s10436-005-0024-9zbMath1233.91108OpenAlexW2099272039MaRDI QIDQ665708

Thomas Tröger, Georg Nöldeke

Publication date: 6 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: http://edoc.unibas.ch/13435/1/20171027114903_59f3010fe4b78.pdf

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

Insider trading with different risk attitudes

Cites Work

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• Continuous Auctions and Insider Trading
• Correction to on weak convergence to Brownian motion
• Insider Trading without Normality
• Existence of linear equilibria in the Kyle model with multiple informed traders

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