A characterization of the distributions that imply existence of linear equilibria in the Kyle-model
| Year of publication: |
2006
|
|---|---|
| Authors: | Nöldeke, Georg ; Tröger, Thomas |
| Published in: |
Annals of Finance. - Springer. - Vol. 2.2006, 1, p. 73-85
|
| Publisher: |
Springer |
| Subject: | Market microstructure | Kyle- model | Linear equilibria | Elliptical distributions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701381