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

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Author Info
Noldeke, Georg
Troger, Thomas

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File URL: http://www.sciencedirect.com/science/article/B6V84-4379GRM-5/2/a6a572d2887a983affd2c0f8f20c8dcc
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 72 (2001)
Issue (Month): 2 (August)
Pages: 159-164
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Handle: RePEc:eee:ecolet:v:72:y:2001:i:2:p:159-164

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Rochet, Jean-Charles & Vila, Jean-Luc, 1994. "Insider Trading without Normality," Review of Economic Studies, Blackwell Publishing, vol. 61(1), pages 131-52, January. [Downloadable!] (restricted)
    Other versions:
  2. Back, Kerry, 1992. "Insider Trading in Continuous Time," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 5(3), pages 387-409. [Downloadable!] (restricted)
  3. Pagano, Marco & Roell, Ailsa, 1996. " Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading," Journal of Finance, American Finance Association, vol. 51(2), pages 579-611, June. [Downloadable!] (restricted)
  4. Foster, F Douglas & Viswanathan, S, 1993. "The Effect of Public Information and Competition on Trading Volume and Price Volatility," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 6(1), pages 23-56. [Downloadable!] (restricted)
  5. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November. [Downloadable!] (restricted)
  6. Holden, Craig W & Subrahmanyam, Avanidhar, 1992. " Long-Lived Private Information and Imperfect Competition," Journal of Finance, American Finance Association, vol. 47(1), pages 247-70, March. [Downloadable!] (restricted)
  7. Mark Bagnoli & S. Viswanathan & Craig Holden, 2001. "On the Existence of Linear Equilibria in Models of Market Making," Mathematical Finance, Blackwell Publishing, vol. 11(1), pages 1-31. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Georg Nöldeke & Thomas Tröger, 2006. "A characterization of the distributions that imply existence of linear equilibria in the Kyle-model," Annals of Finance, Springer, vol. 2(1), pages 73-85, January. [Downloadable!] (restricted)
    Other versions:
  2. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, 2007. "Manipulation in Money Markets," International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 113-148, March. [Downloadable!]
    Other versions:
  3. Georg Nöldeke & Thomas Tröger, 2004. "On the Existence of Linear Equilibria in the Rochet-Vila Model of Market Making," Bonn Econ Discussion Papers bgse19_2004, University of Bonn, Germany. [Downloadable!]
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