Work

Phase Transitions in Kyle's Model with Market Maker Profit Incentives

Year: 2021

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3799712

Authors: Charles-Albert Lehalle, Eyal Neuman, Segev Shlomov

Institutions: Imperial College London, Technion – Israel Institute of Technology

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3133688683

Cites: 23

Cited by: 3

Related to: 10