Stochastic Processes and their Applications · 2010 · 91 citations · 29 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsStochastic ProcessesAsset Return ModelingFinancial MathematicsFinancial RiskInformation EconomicsStochastic VolatilityVolatility ModelingAsset Pricing Under Information AsymmetryMarket Microstructure ModelsStochastic Financial ModelingStochastic Processes In Finance
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Continuous Auctions and Insider Trading
Albert S. Kyle · Econometrica · 1985 · 10K citations
Business, Economics, Auction Theory +12
Symmetric Multivariate and Related Distributions.
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Long-lived information and intraday patterns
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