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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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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