A characterization of the distributions that imply existence of linear equilibria in the Kyle-model

Georg Nöldeke and Thomas Tröger ()
Authors registered in the RePEc Author Service: Thomas Troeger

Annals of Finance, 2006, vol. 2, issue 1, 73-85

Keywords: Market microstructure; Kyle- model; Linear equilibria; Elliptical distributions; G14; D82 (search for similar items in EconPapers)
Date: 2006
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Working Paper: A Characterization of the Distributions That Imply Existence of Linear Equilibria in the Kyle-Model (2005)
Working Paper: A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model (2005)
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DOI: 10.1007/s10436-005-0024-9

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