Search Results - "Kyle, Albert S." :: K.UTB vyhledávací portál | TBU Library Retrieval Portal

Speculative Equilibrium with Differences in Higher-Order Beliefs

Speculative Equilibrium with Differences in Higher-Order Beliefs

by Han, Jungsuk, Kyle, Albert S.
Published in Management science (01.09.2018)

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Journal Article

How to Define Illegal Price Manipulation

How to Define Illegal Price Manipulation

by Kyle, Albert S., Viswanathan, S.
Published in The American economic review (01.05.2008)

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Journal Article

Statement of the Financial Economists Roundtable, April 2015: The Structure of Trading in Bond Markets

Statement of the Financial Economists Roundtable, April 2015: The Structure of Trading in Bond Markets

by Harris, Larry, Kyle, Albert S, Sirri, Erik R
Published in Financial analysts journal (01.11.2015)

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Journal Article

A Practitioner’s Guide to Market Microstructure Invariance

A Practitioner’s Guide to Market Microstructure Invariance

by Kyle, Albert S., Obizhaeva, Anna A., Kritzman, Mark
Published in Journal of portfolio management (01.10.2016)

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Journal Article

A commentary on “Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around”

A commentary on “Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around”

by Kyle, Albert S.
Published in Journal of financial services research (01.10.2012)

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Journal Article

Prospect theory and liquidation decisions

Prospect theory and liquidation decisions

by Kyle, Albert S., Ou-Yang, Hui, Xiong, Wei
Published in Journal of economic theory (01.07.2006)

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Journal Article

Continuous Auctions and Insider Trading

Continuous Auctions and Insider Trading

by Kyle, Albert S.
Published in Econometrica (01.11.1985)

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Journal Article

Microstructure invariance in U.S. stock market trades

Microstructure invariance in U.S. stock market trades

by Kyle, Albert S., Obizhaeva, Anna A., Tuzun, Tugkan
Published in Journal of financial markets (Amsterdam, Netherlands) (01.06.2020)

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Journal Article

An open-access market for global communications

An open-access market for global communications

by Cramton, Peter, Bohlin, Erik, Brandkamp, Simon, Dark, Jason, Hoy, Darrell, Kyle, Albert S., Malec, David, Ockenfels, Axel, Wilkens, Chris
Published in Telecommunications policy (01.10.2024)

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Journal Article

Noise Trading and Takeovers

Noise Trading and Takeovers

by Kyle, Albert S., Vila, Jean-Luc
Published in The Rand journal of economics (01.04.1991)

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Journal Article

VIEWPOINT: Statement of the Financial Economists Roundtable, April 2015: The Structure of Trading in Bond Markets

VIEWPOINT: Statement of the Financial Economists Roundtable, April 2015: The Structure of Trading in Bond Markets

by Harris, Larry, Kyle, Albert S., Sirri, Erik R.
Published in Financial analysts journal (01.11.2015)

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Journal Article

Improving the Performance of the Stock Market

Improving the Performance of the Stock Market

by Kyle, Albert S.
Published in California management review (01.07.1988)

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Journal Article

The Market Impact Puzzle

The Market Impact Puzzle

by Kyle, Albert S, Obizhaeva, Anna A
Published in IDEAS Working Paper Series from RePEc (01.01.2020)

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Paper

Trading Liquidity and Funding Liquidity in Fixed Income Markets: Implications of Market Microstructure Invariance

Trading Liquidity and Funding Liquidity in Fixed Income Markets: Implications of Market Microstructure Invariance

by Kyle, Albert S, Obizhaeva, Anna A
Published in IDEAS Working Paper Series from RePEc (01.01.2020)

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Paper

Market Microstructure Invariance: A Dynamic Equilibrium Model

Market Microstructure Invariance: A Dynamic Equilibrium Model

by Kyle, Albert S, Obizhaeva, Anna A
Published in IDEAS Working Paper Series from RePEc (01.01.2020)

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Paper

Large Bets and Stock Market Crashes

Large Bets and Stock Market Crashes

by Kyle, Albert S, Obizhaeva, Anna A
Published in IDEAS Working Paper Series from RePEc (01.01.2020)

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Paper

Adverse Selection and Liquidity: From Theory to Practice

Adverse Selection and Liquidity: From Theory to Practice

by Kyle, Albert S, Obizhaeva, Anna A
Published in IDEAS Working Paper Series from RePEc (01.01.2020)

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Paper

Flow Trading

Flow Trading

by Budish, Eric, Cramton, Peter, Kyle, Albert S, Lee, Jeongmin, Malec, David
Published in IDEAS Working Paper Series from RePEc (01.01.2022)

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Paper

Industrial Organization, Order Internalization, and Invariance

Industrial Organization, Order Internalization, and Invariance

by Kyle, Albert S, Obizhaeva, Anna A, Wang, Yajun
Published in IDEAS Working Paper Series from RePEc (01.01.2020)

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Paper

Intraday Trading Invariance in the E-mini S&P 500 Futures Market

Intraday Trading Invariance in the E-mini S&P 500 Futures Market

by Andersen, Torben G, Bondarenko, Oleg, Kyle, Albert S, Obizhaeva, Anna A
Published in IDEAS Working Paper Series from RePEc (01.01.2020)

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Paper