On uniqueness of equilibrium in the Kyle model

DOI10.1007/s11579-016-0175-7zbMath1367.91205OpenAlexW1559470931MaRDI QIDQ513743

Andrew McLennan, Paulo Klinger Monteiro, Rabee Tourky

Publication date: 7 March 2017

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10438/13028

zbMATH Keywords

analytic functionsKyle modeloptimal tradinginformed trader

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)

Related Items (3)

Insider trading with different risk attitudes ⋮ Insider trading with penalties ⋮ Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading

Cites Work

• On the aggregation of information in competitive markets
• Basic Complex Analysis
• Continuous Auctions and Insider Trading
• Sliced Inverse Regression for Dimension Reduction
• Unnamed Item

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