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q-fin.TR2026
Existence and convergence of discrete-time Kyle models with multiple insiders
Jin Choi, Kasper Larsen
Foster and Viswanathan (1996) extend the discrete-time setting of Kyle (1985) to multiple informed traders who have partial information about the stock's terminal dividend. We reso…
q-fin.TR2026
Mandatory Disclosure in Oligopolistic Market Making
Seongjin Kim, Jin Hyuk Choi
We develop a multi-period Kyle-type model that incorporates both mandatory disclosure of informed trades and imperfect competition among market makers. We prove the existence and u…