A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model
Year of publication: |
2005
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Authors: | Nöldeke, Georg ; Tröger, Thomas |
Publisher: |
Bonn : University of Bonn, Bonn Graduate School of Economics (BGSE) |
Subject: | Mikrostrukturanalyse | Theorie | Kyle model | Market Microstructure | Kyle Model | Linear Equilibria | Elliptical Distributions |
Series: | Bonn Econ Discussion Papers ; 9/2005 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 487821262 [GVK] hdl:10419/22915 [Handle] RePEc:zbw:bonedp:92005 [RePEc] |
Classification: | D82 - Asymmetric and Private Information ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model
Nöldeke, Georg, (2005)
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