This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
A characterization of the distributions that imply existence of linear equilibria in the Kyle-model Author info | Abstract | Publisher info | Download info | Related research | Statistics Georg Nöldeke ()Thomas Tröger ()Additional information is available for the following
registered author(s):
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Springer in its journal Annals of Finance .
Volume (Year): 2 (2006)Issue (Month): 1 (January)Pages: 73-85Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Handle: RePEc:kap:annfin:v:2:y:2006:i:1:p:73-85Contact details of provider: http://www.springerlink.com/link.asp?id=112370
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Market microstructure Kyle- model Linear equilibria Elliptical distributions G14 D82 Other versions of this item:
Paper Georg Nöldeke & Thomas Tröger, 2005.
"A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model Bonn Econ Discussion Papers
bgse9_2005, University of Bonn, Germany.
[Downloadable!] Georg Nöldeke & Thomas Tröger, 2005.
"A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model Discussion Papers
43, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
[Downloadable!] References listed on IDEAS RePEc Author Service profile , click on "citations" and make appropriate adjustments.: 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)
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)
Kyle, Albert S, 1985.
"Continuous Auctions and Insider Trading Econometrica ,
Econometric Society, vol. 53(6), pages 1315-35, November.
[Downloadable!] (restricted)
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!]
Georg Nöldeke & Thomas Tröger, 2001.
"Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders Bonn Econ Discussion Papers
bgse1_2001, University of Bonn, Germany.
[Downloadable!]
Full
references
Access and
download statistics Did you know? About 750 journals are listed on RePEc .
This page was last updated on 2008-10-3.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .