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Robustness of equilibrium in the Kyle model of informed speculation - MaRDI portal

Robustness of equilibrium in the Kyle model of informed speculation (Q902174)

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scientific article; zbMATH DE number 6527171
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English
Robustness of equilibrium in the Kyle model of informed speculation
scientific article; zbMATH DE number 6527171

    Statements

    Robustness of equilibrium in the Kyle model of informed speculation (English)
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    7 January 2016
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    market microstructure
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    informed speculation
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    Bayesian Nash equilibrium
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    uniqueness
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    robustness
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    information
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