English, Article, Journal or magazine article edition: Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders Georg Nöldeke; Thomas Tröger

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Bookmark: http://trove.nla.gov.au/version/52785
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders
Author
  • Georg Nöldeke
  • Thomas Tröger
Physical Description
  • preprint
Notes
  • We consider Kyle's market order model of insider trading with multiple informed traders and show: if a linear equilibrium exists for two different numbers of informed traders, asset payoff and noise trading are independent and have finite second moments, then these random variables are normally distributed.
  • insider trading; Kyle model; linear equilibrium; normal distribution
  • RePEc:bon:bonedp:bgse1_2001
Language
  • English
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