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Albert S. Kyle

SSRN Author Rank: 1,057 by Downloads and 2,638 by Citations

 Smith Chair Professor of Finance
 

University of Maryland


 College Park
 College Park, MD 20742
 United States
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Albert S. Kyle's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
18,579
Total
Citations
209
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Kyle, Albert S.
University of Maryland
Samadi, Mehrdad
Southern Methodist University (SMU) - Edwin L. Cox School of Business
Tuzun, Tugkan
Federal Reserve Board
Posted:
27 May 11
Last Revised:
09 Jul 16
10,774
(167)
58

2.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
08 Oct 10
Last Revised:
06 Dec 14
611
(22,745)
 

3.  
Kyle, Albert S.
University of Maryland
Xiong, Wei
Princeton University - Department of Economics
Posted:
06 Feb 00
548
(34,574)
44

4.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
03 Jan 12
484
(36,981)
4

5.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
17 Mar 12
Last Revised:
26 Feb 16
422
(41,952)
1

6.  
News Articles and the Invariance Hypothesis | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2012 Chicago Meetings Paper, Midwest Finance Association 2012 Annual Meetings Paper
Number of Pages in PDF File: 41
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Sinha, Nitish Ranjan
Board of Governors of the Federal Reserve System
Tuzun, Tugkan
Federal Reserve Board
Posted:
16 Mar 11
Last Revised:
14 Jan 12
395
(48,971)
2

7.   Incl. Electronic Paper
Kyle, Albert S.
University of Maryland
Ou-Yang, Hui
Cheung Kong Graduate School of Business
Xiong, Wei
Princeton University - Department of Economics
Posted:
19 May 05
Last Revised:
11 Nov 10
275
(79,771)
19

8.  
Kyle, Albert S.
University of Maryland
Ou-Yang, Hui
Cheung Kong Graduate School of Business
Wei, Bin
Federal Reserve Bank of Atlanta
Posted:
17 Mar 09
Last Revised:
16 Jul 10
268
(78,567)
3

9.  
Liquidity with High-Frequency Market Making | Show Abstract | Download This Paper | Open PDF in Browser |
Swedish House of Finance Research Paper No. 14-06
Number of Pages in PDF File: 12
Han, Jungsuk
Swedish House of Finance
Khapko, Mariana
Swedish House of Finance
Kyle, Albert S.
University of Maryland
Posted:
27 Mar 14
Last Revised:
28 Mar 14
261
(66,661)
 

10.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
03 Jan 12
216
(91,760)
2

11.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Tuzun, Tugkan
Federal Reserve Board
Posted:
21 Mar 10
Last Revised:
12 Jan 12
216
(93,363)
1

12.  
Smooth Trading with Overconfidence and Market Power | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 2423207
Number of Pages in PDF File: 93
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Wang, Yajun
University of Maryland - Robert H. Smith School of Business
Posted:
10 Apr 14
Last Revised:
26 Jan 16
170
(90,968)
 

13.  
Flood, Mark D.
Government of the United States of America - Office of Financial Research
Kyle, Albert S.
University of Maryland
Raschid, Louiqa
University of Maryland - Decision and Information Technologies Department
Posted:
04 Dec 10
135
(151,813)
 

14.  
Campbell, John Y.
Harvard University - Department of Economics
Kyle, Albert S.
University of Maryland
Posted:
04 Jul 04
134
(153,617)
75

15.  
Speculative Equilibrium with Differences in Higher-Order Beliefs | Show Abstract | Download This Paper | Open PDF in Browser |
Swedish House of Finance Research Paper No. 14-01
Number of Pages in PDF File: 52
Han, Jungsuk
Swedish House of Finance
Kyle, Albert S.
University of Maryland
Posted:
24 Feb 14
Last Revised:
10 Jul 15
111
(154,479)
 

16.  
Do Complex Economies Require Complex Financial Systems? | Show Abstract | Download This Paper | Open PDF in Browser |
46th Annual AREUEA Conference Paper
Number of Pages in PDF File: 1
Breeden, Douglas T.
Duke University Fuqua School of Business
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
Posted:
01 Dec 10
88
(210,305)
 

17.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
28 May 16
0
(303,958)
 

18.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Tuzun, Tugkan
Federal Reserve Board
Posted:
04 May 16
0
(268,968)
 

19.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
19 Mar 16
0
(236,588)
 

20.  
An Invariance Relationship in the Number of Buy-Sell Switching Points | Show Abstract | Download This Paper | Open PDF in Browser |
Robert H. Smith School Research Paper No. RHS 2730770
Number of Pages in PDF File: 16
Bae, Kyoung-hun
Ulsan National Institute of Science and Technology
Kyle, Albert S.
University of Maryland
Lee, Eun Jung
Hanyang University
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
11 Feb 16
0
(315,270)
 

21.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
27 Jan 16
0
(84,367)
 

22.  
Andersen, Torben G.
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
22 Nov 15
Last Revised:
19 Mar 16
0
(124,059)
 

23.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Wang, Yajun
University of Maryland - Robert H. Smith School of Business
Posted:
06 Nov 15
0
(255,980)
 


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