A characterization of the distributions that imply existence of linear equilibria in the Kyle-model
DOI10.1007/S10436-005-0024-9zbMATH Open1233.91108OpenAlexW2099272039MaRDI QIDQ665708FDOQ665708
Authors: Georg Nöldeke, Thomas Tröger
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
Recommendations
- Existence of linear equilibria in the Kyle model with multiple informed traders
- On the existence of linear equilibria in models of market making
- Robustness of equilibrium in the Kyle model of informed speculation
- On uniqueness of equilibrium in the Kyle model
- Information in Securities Markets: Kyle Meets Glosten and Milgrom
Microeconomic theory (price theory and economic markets) (91B24) Special types of economic equilibria (91B52) Stochastic models in economics (91B70)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Continuous Auctions and Insider Trading
- A characterization of the distributions that imply mean-variance utility functions
- Rotation invariant moment problems
- On the relation between the multidimensional moment problem and the one-dimensional moment problem.
- Insider Trading without Normality
- Existence of linear equilibria in the Kyle model with multiple informed traders
- Projections of probability distributions
- When is a probability measure determined by infinitely many projections?
- On the existence of linear equilibria in models of market making
- Correction to on weak convergence to Brownian motion
Cited In (2)
This page was built for publication: A characterization of the distributions that imply existence of linear equilibria in the Kyle-model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q665708)