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Is Kyle's equilibrium model stable?
Çetin, Umut
;
Larsen, Kasper
- In:
Mathematics and financial economics
18
(
2024
)
4
,
pp. 623-639
Persistent link: https://www.econbiz.de/10015189216
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Equilibrium effects of intraday order-splitting benchmarks
Choi, Jin Hyuk
;
Larsen, Kasper
;
Seppi, Duane J.
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 315-352
Persistent link: https://www.econbiz.de/10012500028
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3
Learning about latent dynamic trading demand
Chen, Xiao
;
Choi, Jin Hyuk
;
Larsen, Kasper
;
Seppi, Duane J.
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 615-658
Persistent link: https://www.econbiz.de/10013438875
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