On uniqueness of equilibrium in the Kyle Model

Detalhes bibliográficos
Autor(a) principal: Mc Lennan, Andrew
Data de Publicação: 2014
Outros Autores: Monteiro, P. K., Tourky, Rabee
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/13028
Resumo: A longstanding unresolved question is whether the one-period Kyle Model of an informed trader and a noisily informed market maker has an equilibrium that is different from the closed-form solution derived by Kyle (1985). This note advances what is known about this open problem.
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spelling Mc Lennan, AndrewMonteiro, P. K.Tourky, RabeeEscolas::EPGEFGV2015-01-06T14:07:06Z2015-01-06T14:07:06Z2014-12-270104-8910http://hdl.handle.net/10438/13028A longstanding unresolved question is whether the one-period Kyle Model of an informed trader and a noisily informed market maker has an equilibrium that is different from the closed-form solution derived by Kyle (1985). This note advances what is known about this open problem.engFundação Getulio Vargas. 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dc.title.eng.fl_str_mv On uniqueness of equilibrium in the Kyle Model
title On uniqueness of equilibrium in the Kyle Model
spellingShingle On uniqueness of equilibrium in the Kyle Model
Mc Lennan, Andrew
Kyle model
Uniqueness of equilibrium
Economia
Economia
title_short On uniqueness of equilibrium in the Kyle Model
title_full On uniqueness of equilibrium in the Kyle Model
title_fullStr On uniqueness of equilibrium in the Kyle Model
title_full_unstemmed On uniqueness of equilibrium in the Kyle Model
title_sort On uniqueness of equilibrium in the Kyle Model
author Mc Lennan, Andrew
author_facet Mc Lennan, Andrew
Monteiro, P. K.
Tourky, Rabee
author_role author
author2 Monteiro, P. K.
Tourky, Rabee
author2_role author
author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.author.fl_str_mv Mc Lennan, Andrew
Monteiro, P. K.
Tourky, Rabee
dc.subject.eng.fl_str_mv Kyle model
Uniqueness of equilibrium
topic Kyle model
Uniqueness of equilibrium
Economia
Economia
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Economia
description A longstanding unresolved question is whether the one-period Kyle Model of an informed trader and a noisily informed market maker has an equilibrium that is different from the closed-form solution derived by Kyle (1985). This note advances what is known about this open problem.
publishDate 2014
dc.date.issued.fl_str_mv 2014-12-27
dc.date.accessioned.fl_str_mv 2015-01-06T14:07:06Z
dc.date.available.fl_str_mv 2015-01-06T14:07:06Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/13028
dc.identifier.issn.none.fl_str_mv 0104-8910
identifier_str_mv 0104-8910
url http://hdl.handle.net/10438/13028
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartofseries.por.fl_str_mv Ensaios Econômicos;761
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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dc.publisher.none.fl_str_mv Fundação Getulio Vargas. Escola de Pós-graduação em Economia
publisher.none.fl_str_mv Fundação Getulio Vargas. Escola de Pós-graduação em Economia
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