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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2012)
The single auction equilibrium of Kyle’s (1985) is studied, in which noise traders may be partially informed, or alternatively they can be manipulated. Unlike Kyle’s assumption that the quantity traded by the noise traders ...
(Research report / Forskningsrapport, 2010)
(Research report / Forskningsrapport, 2011)
The single auction equilibrium of Kyle's (1985) is studied, in which noise traders may be partially informed, or alternatively they can be manipulated. Unlike Kyle's assumption that the quantity traded by the noise traders ...
(Research report / Forskningsrapport, 2010)
(Research report / Forskningsrapport, 2007)
The continuous-time version of Kyle's (1985) model of asset pricing with asymmetric information is studied, and generalized in various directions, i.e., by allowing time-varying noise trading, and by allowing the orders ...