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Kyle, Albert S.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
9,437 |
Total
Citations
223 |
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1.
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Kirilenko, Andrei A.
MIT Sloan School of Management Kyle, Albert S.
University of Maryland Samadi, Mehrdad
University of North Carolina (UNC) at Chapel Hill - Finance Area Tuzun, Tugkan
Federal Reserve Board
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6,774
(310)
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58
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High Frequency Trading, Algorithmic Trading, Flash Crash, Liquidity, Volatility, Price Impact, May 6
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2.
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Kyle, Albert S.
University of Maryland Xiong, Wei
Princeton University - Department of Economics
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522
(24,135)
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45
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3.
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Kyle, Albert S.
University of Maryland Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
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357
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9
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4.
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Kyle, Albert S.
University of Maryland Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business Sinha, Nitish Ranjan
University of Illinois at Chicago Tuzun, Tugkan
Federal Reserve Board
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16 Mar 11
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Last Revised:
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14 Jan 12
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265
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2
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5.
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Prospect Theory and Liquidation Decisions
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Kyle, Albert S.
University of Maryland Ou-Yang, Hui
Cheung Kong Graduate School of Business Xiong, Wei
Princeton University - Department of Economics
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Posted:
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19 May 05
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Last Revised:
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11 Nov 10
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246
(59,548)
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16
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Kyle, Albert S.
University of Maryland Ou-Yang, Hui
Cheung Kong Graduate School of Business Xiong, Wei
Princeton University - Department of Economics
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0
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Loss aversion, disposition effect; break-even effect
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Kyle, Albert S.
University of Maryland Ou-Yang, Hui
Cheung Kong Graduate School of Business Xiong, Wei
Princeton University - Department of Economics
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246
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16
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Loss aversion, disposition effect; break-even effect
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6.
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Kyle, Albert S.
University of Maryland Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
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17 Mar 12
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Last Revised:
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07 Aug 12
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237
(62,732)
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2
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market crashes, market impact, liquidity, invariance
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7.
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Kyle, Albert S.
University of Maryland Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
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237
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4
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8.
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Kyle, Albert S.
University of Maryland Ou-Yang, Hui
Cheung Kong Graduate School of Business Wei, Bin
Federal Reserve Board
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17 Mar 09
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Last Revised:
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16 Jul 10
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226
(66,031)
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3
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Portfolio Delegation, Information Acquisition, Strategic Trading, Price Informativeness
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9.
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Kyle, Albert S.
University of Maryland Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business Tuzun, Tugkan
Federal Reserve Board
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21 Mar 10
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Last Revised:
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12 Jan 12
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154
(95,720)
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2
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trading activity, trade size, trade frequency
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10.
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Kyle, Albert S.
University of Maryland Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
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123
(115,817)
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4
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asset pricing, market microstructure, portfolio transitions, order size, market impact, bid-ask spread, asset management, invariance
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11.
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Campbell, John Y.
Harvard University - Department of Economics Kyle, Albert S.
University of Maryland
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114
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78
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12.
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Flood, Mark D.
Independent Kyle, Albert S.
University of Maryland Raschid, Louiqa
University of Maryland - Decision and Information Technologies Department
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112
(124,679)
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risk management, ontologies, knowledge representation, formal logics, systemic risk, constraint languages, networks, simulation, data integrity, operational risk, data security
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13.
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Breeden, Douglas
Duke University - Center for the Advancement of Social Entrepreneurship (CASE) Spatt, Chester S.
Carnegie Mellon University - David A. Tepper School of Business Brunnermeier, Markus K.
Princeton University - Department of Economics Kyle, Albert S.
University of Maryland
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70
(169,475)
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