A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model
Year of publication: |
2005
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Authors: | Nöldeke, Georg ; Tröger, Thomas |
Publisher: |
München : Sonderforschungsbereich/Transregio 15 - Governance and the Efficiency of Economic Systems (GESY) |
Subject: | Market Microstructure | Kyle Model | Linear |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.5282/ubm/epub.13505 [DOI] 788944126 [GVK] hdl:10419/94066 [Handle] RePEc:trf:wpaper:43 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; D82 - Asymmetric and Private Information |
Source: |
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