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K. Aase

1 paper hereh-index 191.7k citations104 works total

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  • first author1

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  • q-fin.TR1

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1 paper

q-fin.TR2019

Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker

Knut Aase, Bernt Øksendal

The continuous-time version of Kyle's (1985) model is studied, in which market makers are not fiduciaries. They have some market power which they utilize to set the price to their…

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