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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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Information and trading targets in a dynamic market equilibrium
Choi, Jin Hyuk; Larsen, Kasper; Seppi, Duane J. - In: Journal of financial economics 132 (2019) 3, pp. 22-49
Persistent link: https://www.econbiz.de/10012163963
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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