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Information in securities markets : Kyle meets Glosten and Milgrom
Back, Kerry E.; Baruch, Shmuel - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 2, pp. 433-465
Persistent link: https://www.econbiz.de/10001978001
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A characterization of the distributions that imply existence of linear equilibria in the Kyle-model
Nöldeke, Georg; Tröger, Thomas - 2005
The existence of a linear equilibrium in Kyle's model of market making with multiple, symmetrically informed strategic traders is implied for any number of strategic traders if the joint distribution of the underlying exogenous random variables is elliptical. The reverse implication has been...
Persistent link: https://www.econbiz.de/10010366548
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Competition between market making intermediaries
Lörtscher, Simon - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003284138
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Intermediation und Informationsasymmetrie beim Aktienhandel
Theissen, Erik - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 393-408). 2006
Persistent link: https://www.econbiz.de/10003236929
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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Time series properties from an artificial stock market with a Walrasian auctioneer
Stümpert, Thomas; Seese, Detlef; Sunderkötter, Malte - In: Artificial economics : agent-based methods in finance, …, (pp. 3-14). 2006
Persistent link: https://www.econbiz.de/10003174226
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Artificial economics : agent-based methods in finance, game theory and their applications
Mathieu, Philippe (ed.) - 2006
Persistent link: https://www.econbiz.de/10003028174
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Market design, trading behavior and price discovery - an experimental stock market model
Gerke, Wolfgang; Bienert, Horst - In: Empirical research on the German capital market : with …, (pp. 3-25). 1999
Persistent link: https://www.econbiz.de/10001427606
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Initial offerings of options
Müller, Sigrid M. - 2001
Persistent link: https://www.econbiz.de/10001595494
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Dynamic asset pricing models with nonparametric expectations
Wöhrmann, Peter - 2002
Persistent link: https://www.econbiz.de/10001665121