2 papers
q-fin.MF2026
A continuous-time Kyle model with price-responsive traders
Eunjung Noh
Classical Kyle-type models of informed trading typically treat noise trader demand as purely exogenous. In reality, many market participants react to price movements and news, gene…
q-fin.TR2025
Solvability of the Gaussian Kyle model with imperfect information and risk aversion
Reda Chhaibi, Ibrahim Ekren, Eunjung Noh
We investigate a Kyle model under Gaussian assumptions where a risk-averse informed trader has imperfect information on the fundamental price of an asset. We show that an equilibri…