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Kyle, Albert S.


 SSRN Author Rank: 1,428 by Downloads
 Smith Chair Professor of Finance
 

University of Maryland


 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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. Kyle, Albert S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,897
Total
Citations
246
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.
Massachusetts Institute of Technology (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
Posted:
27 May 11
Last Revised:
27 Sep 14
9,090
(240)
80

2.  
Kyle, Albert S.
University of Maryland
Xiong, Wei
Princeton University - Department of Economics
Posted:
06 Feb 00
544
(28,347)
46

3.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
Posted:
08 Oct 10
Last Revised:
06 Dec 14
499
(31,799)
9

4.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
Posted:
03 Jan 12
432
(38,231)
4

5.  
Large Bets and Stock Market Crashes | Show Abstract | Download |
AFA 2013 San Diego Meetings Paper
Working Paper Series
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
Posted:
17 Mar 12
Last Revised:
06 Dec 14
366
(46,810)
2

6.  
News Articles and the Invariance Hypothesis | Show Abstract | Download |
AFA 2012 Chicago Meetings Paper, Midwest Finance Association 2012 Annual Meetings Paper
Working Paper Series
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
Sinha, Nitish Ranjan
Board of Governers of the Federal Reserve System
Tuzun, Tugkan
Federal Reserve Board
Posted:
16 Mar 11
Last Revised:
14 Jan 12
352
(49,082)
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
259
(68,946)
17

8.  
Kyle, Albert S.
University of Maryland
Ou-Yang, Hui
Cheung Kong Graduate School of Business
Wei, Bin
Board of Governors of the Federal Reserve System (FRB)
Posted:
17 Mar 09
Last Revised:
16 Jul 10
258
(70,080)
3

9.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
Tuzun, Tugkan
Federal Reserve Board
Posted:
21 Mar 10
Last Revised:
12 Jan 12
197
(92,617)
2

10.  
Liquidity with High-Frequency Market Making | Show Abstract | Download |
Swedish House of Finance Research Paper No. 14-06
Working Paper Series
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
194
(94,528)
 

11.  
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
Posted:
03 Jan 12
191
(95,451)
2

12.  
Smart Money, Noise Trading and Stock Price Behavior | Show Abstract | Download |
NBER Working Paper No. t0071
Working Paper Series
Campbell, John Y.
Harvard University - Department of Economics
Kyle, Albert S.
University of Maryland
Posted:
04 Jul 04
128
(135,743)
79

13.  
Flood, Mark D.
Office of Financial Research
Kyle, Albert S.
University of Maryland
Raschid, Louiqa
University of Maryland - Decision and Information Technologies Department
Posted:
04 Dec 10
127
(136,562)
 

14.  
Smooth Trading with Overconfidence and Market Power | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 2423207
Working Paper Series
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
University of Maryland - Robert H. Smith School of Business
Wang, Yajun
University of Maryland - Robert H. Smith School of Business
Posted:
10 Apr 14
Last Revised:
05 May 14
102
(160,666)
 

15.  
Do Complex Economies Require Complex Financial Systems? | Show Abstract | Download |
46th Annual AREUEA Conference Paper
Working Paper Series
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
Posted:
01 Dec 10
80
(188,220)
 

16.  
Speculative Equilibrium with Differences in Higher-Order Beliefs | Show Abstract | Download |
Swedish House of Finance Research Paper No. 14-01
Working Paper Series
Han, Jungsuk
Swedish House of Finance
Kyle, Albert S.
University of Maryland
Posted:
24 Feb 14
Last Revised:
21 Sep 14
78
(191,153)
 


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