Albert S. Kyle : Citation Profile

Are you Albert S. Kyle?

University of Maryland

7

H index

7

i10 index

3247

Citations

RESEARCH PRODUCTION:

9

Articles

3

Papers

RESEARCH ACTIVITY:

   31 years (1985 - 2016). See details.
   Cites by year: 104
   Journals where Albert S. Kyle has often published
   Relations with other researchers
   Recent citing documents: 332.    Total self citations: 1 (0.03 %)

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   Permalink: http://citec.repec.org/pky6
   Updated: 2020-10-24    RAS profile: 2012-02-21    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Albert S. Kyle.

Is cited by:

Subrahmanyam, Avanidhar (47)

Cespa, Giovanni (21)

Daher, Wassim (19)

Lyons, Richard (19)

Vives, Xavier (19)

Evans, Martin (17)

Sarkar, Asani (17)

Bernhardt, Dan (16)

Shleifer, Andrei (16)

Campbell, John (15)

Rime, Dagfinn (15)

Cites to:

Thaler, Richard (3)

Viswanathan, S (2)

Weber, Martin (2)

Mayer, Christopher (2)

Foster, Frederick (2)

Kahneman, Daniel (2)

Brunnermeier, Markus (2)

Genesove, David (2)

Grinblatt, Mark (2)

Gul, Faruk (1)

Ritter, Jay (1)

Main data

Where Albert S. Kyle has published?

Journals with more than one article published# docs
Journal of Finance2
American Economic Review2

Recent works citing Albert S. Kyle (2020 and 2019)

YearTitle of citing document
2020Adverse Selection and Liquidity: From Theory to Practice. (2020). Kyle, Albert S ; Obizhaeva, Anna A. In: Working Papers. RePEc:abo:neswpt:w0268.

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2019Estimating proportion of noise traders and asset prices. (2019). Ahmed, Mirza Faizan. In: Business Review. RePEc:aho:journl:v:14:y:2019:i:2:p:1-12.

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2020The Fellowship of LIBOR: A Study of Spurious Interbank Correlations by the Method of Wigner-Ville Function. (2016). Lerner, Peter B. In: Papers. RePEc:arx:papers:1610.08414.

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2019Market Impact: A Systematic Study of Limit Orders. (2019). Paribas, Bnp ; Markets, Global ; Fr'ed'eric Abergel, ; Ayed, Hadj ; Bel, Ahmed ; Husson, Alexandre ; Hadj, Ahmed Bel ; Said, Emilio . In: Papers. RePEc:arx:papers:1802.08502.

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2019Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954.

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2020Smart TWAP trading in continuous-time equilibria. (2018). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:1803.08336.

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2020Liquidity in Competitive Dealer Markets. (2018). Muhle-Karbe, Johannes ; Ekren, Ibrahim ; Bank, Peter. In: Papers. RePEc:arx:papers:1807.08278.

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2019Inventory Management for High-Frequency Trading with Imperfect Competition. (2019). Yang, Chen ; Shang, Dapeng ; Muhle-Karbe, Johannes ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1808.05169.

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2019Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models. (2019). Newbury, James ; Kalsi, Jasdeep ; Hambly, Ben. In: Papers. RePEc:arx:papers:1808.07107.

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2019Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory. (2019). Huang, Nan-Jing ; He, Xinjiang ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:1901.00345.

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2020A closed formula for illiquid corporate bonds and an application to the European market. (2019). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Papers. RePEc:arx:papers:1901.06855.

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2020Equilibrium Asset Pricing with Transaction Costs. (2019). Possamai, Dylan ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1901.10989.

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2019From Glosten-Milgrom to the whole limit order book and applications to financial regulation. (2019). Saliba, Pamela ; Rosenbaum, Mathieu ; Huang, Weibing . In: Papers. RePEc:arx:papers:1902.10743.

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2020Market Making under a Weakly Consistent Limit Order Book Model. (2019). Viens, Frederi ; Law, Baron . In: Papers. RePEc:arx:papers:1903.07222.

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2020Brownian bridge with random length and pinning point for modelling of financial information. (2019). Louriki, Mohammed. In: Papers. RePEc:arx:papers:1907.08047.

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2020No-Arbitrage Commodity Option Pricing with Market Manipulation. (2019). Campi, Luciano ; Callegaro, Giorgia ; Ren'e A"id, . In: Papers. RePEc:arx:papers:1909.07896.

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2020Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807.

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2020Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466.

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2019Imitation in the Imitation Game. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1911.06893.

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2019Speculative Trading, Prospect Theory and Transaction Costs. (2019). Zheng, Harry ; Lex, A ; Alex, . In: Papers. RePEc:arx:papers:1911.10106.

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2019A multifactor regime-switching model for inter-trade durations in the limit order market. (2019). Xing, Haipeng ; Li, Zhicheng ; Chen, Xinyun. In: Papers. RePEc:arx:papers:1912.00764.

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2019Market Price of Trading Liquidity Risk and Market Depth. (2019). Ting, Christopher ; Kijima, Masaaki. In: Papers. RePEc:arx:papers:1912.04565.

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2020Price impact equilibrium with transaction costs and TWAP trading. (2020). Weston, Kim ; Noh, Eunjung. In: Papers. RePEc:arx:papers:2002.08286.

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2020Informed trading, limit order book and implementation shortfall: equilibrium and asymptotics. (2020). Waelbroeck, Henri ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2003.04425.

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2020High-dimensional mixed-frequency IV regression. (2020). Babii, Andrii. In: Papers. RePEc:arx:papers:2003.13478.

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2020The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations. (2020). Stefa, Julinda ; Sassi, Francesco ; Mei, Alessandro ; la Morgia, Massimo. In: Papers. RePEc:arx:papers:2005.06610.

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2020Path-dependent Kyle equilibrium model. (2020). Jos'e M. Corcuera, ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2006.06395.

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2020Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2020Transaction Costs in Execution Trading. (2020). Marcos, David. In: Papers. RePEc:arx:papers:2007.07998.

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2020Insider Trading with Temporary Price Impact. (2020). Donnelly, Ryan ; Barger, Weston. In: Papers. RePEc:arx:papers:2007.14162.

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2019Market Illiquidity Premium on Stock Returns: An Empirical Study of Taiwan Stock Markets. (2019). Cho, Yi-Chun ; Tai, Chia-Li ; Chen, Chia-Cheng . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:778-788.

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2019Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19114.

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2020Trading on Long-term Information. (2020). Garriott, Corey ; Riordan, Ryan. In: Staff Working Papers. RePEc:bca:bocawp:20-20.

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2020Trading for Bailouts. (2020). Pereira, Ana Elisa ; Machado, Caio ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:20-23.

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2020Market Making and Proprietary Trading in the US Corporate Bond Market. (2020). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:754.

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2019Euro repo market functioning: collateral is king. (2019). Ranaldo, Angelo ; Tsatsaronis, Kostas ; Schaffner, Patrick. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912k.

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2019Independently Certified Industry‐specific Disclosures to the Capital Market: The JORC Code in the Australian Mining Industry. (2019). Katselas, Dean ; Yu, Chuan ; Smith, Tom ; Sidhu, Baljit K. In: Abacus. RePEc:bla:abacus:v:55:y:2019:i:1:p:128-179.

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2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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2020Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101.

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2020The type of corporate announcements and its implication on trading behaviour. (2020). Zheng, Liyi . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:629-659.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2020Do anti‐bribery laws reduce the cost of equity? Evidence from the UK Bribery Act 2010. (2020). Sila, Vathunyoo ; Rees, William ; Kim, Su Hee. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:3-4:p:438-455.

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2020High‐Frequency Trading and Market Performance. (2020). Mollner, Joshua ; Baldauf, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1495-1526.

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2019Why Do Individual Investors Disregard Accounting Information? The Roles of Information Awareness and Acquisition Costs. (2019). Dehaan, ED ; Blankespoor, Elizabeth ; Zhu, Christina ; Wertz, John. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:1:p:53-84.

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2019Do Corporate Governance Analysts Matter? Evidence from the Expansion of Governance Analyst Coverage. (2019). Lehmann, Nico. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:3:p:721-761.

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2019Is Investor Attention for Sale? The Role of Advertising in Financial Markets. (2019). Niessner, Marina ; Madsen, Joshua. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:3:p:763-795.

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2019OTC microstructure in a period of stress: a multi‑layered network approach. (2019). Vasios, Michalis ; Joseph, Andreas ; Tanner, John ; Shreyas, Ujwal ; Maizels, Olga. In: Bank of England working papers. RePEc:boe:boeewp:0832.

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2020Blockchain structure and cryptocurrency prices. (2020). Zimmerman, Peter. In: Bank of England working papers. RePEc:boe:boeewp:0855.

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2019An Asset-Based Framework of Credit Creation (applied to the Global Financial Crisis). (2019). Didier, Sornette ; Becke, Von Der. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:9:y:2019:i:2:p:21:n:1.

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2019Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model. (2019). Sornette, Didier ; Westphal, Rebecca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1929.

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2019The Sound Of Many Funds Rebalancing. (2019). Fos, Vyacheslav ; Chinco, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13561.

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2019The Threat of Intervention. (2019). Kahn, Charles ; Fos, Vyacheslav. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13654.

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2019Strategic Trading as a Response to Short Sellers. (2019). Tubaldi, Roberto ; Massa, Massimo ; Franzoni, Francesco ; Dimaggio, Marco ; di Maggio, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13812.

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2019Becker Meets Kyle: Inside Insider Trading. (2019). Pagnotta, Emiliano ; Kacperczyk, Marcin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13928.

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2019Priority Rules. (2019). Karagiannis, Nikolaos ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14127.

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2019Speculation and the Informational Efficiency of Commodity Futures Markets. (2019). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin . In: CQE Working Papers. RePEc:cqe:wpaper:8919.

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2019Optimal Smart Contracts with Costly Verification. (2019). Kotronis, S ; Galanis, S. In: Working Papers. RePEc:cty:dpaper:19/03.

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20191. (2019). . In: Working Papers. RePEc:cty:dpaper:20/05.

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2019Information, Market Power and Price Volatility. (2019). Morris, Stephen ; Bergemann, Dirk ; Heumann, Tibor . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2200.

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2019Strategic Speed Choice by High-Frequency Traders under Speed Bumps. (2019). Aoyagi, Jun. In: ISER Discussion Paper. RePEc:dpr:wpaper:1050.

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2020An Empirical Analysis of Behavioral Finance in the Saudi Stock Market: Evidence of Overconfidence Behavior. (2020). Alarfaj, Omar ; Alsabban, Soleman. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-10.

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2020Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets. (2020). Liu, Yi-Sheng ; Tai, Chia-Li ; Chen, Chia-Cheng. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-14.

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2019Investor sentiment and stock market liquidity: Evidence from an emerging economy. (2019). Kumari, Jyoti. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:23:y:2019:i:c:p:166-180.

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2019Strategic information aggregation and learning from prices. (2019). Pedraza, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:208-225.

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2019Illegal insider trading: Commission and SEC detection. (2019). Posylnaya, Valeriya V ; Cline, Brandon N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:247-269.

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2020Stock selling during takeovers. (2020). Thanassoulis, John ; Ordóñez Calafí, Guillem ; Ordoez-Calafi, Guillem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919309344.

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2020Are future capital gain opportunities important in the market for corporate control? Evidence from China. (2020). Hou, Xiaohong ; Uchida, Konari ; Dong, Liping. In: Journal of Corporate Finance. RePEc:eee:corfin:v:63:y:2020:i:c:s0929119916302036.

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2019Modeling financial durations using penalized estimating functions. (2019). Zhang, Yaohua ; Thavaneswaran, Aerambamoorthy ; Ravishanker, Nalini ; Zou, Jian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:145-158.

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2020Asset markets with insider trading disclosure rule and reselling constraint: An experimental analysis,. (2020). Halim, Edward ; Riyanto, Yohanes E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301447.

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2020Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885.

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2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

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2019Noise traders and smart money: Evidence from online searches. (2019). Belvaux, Bertrand ; Zouaoui, Mohamed ; Herve, Fabrice. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:141-149.

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2020The effect of risk-taking behavior on profitability: Evidence from futures market. (2020). Lin, Chao Hsien ; Lee, Chun I ; Cheng, Teng Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:19-38.

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2019Sentiment trading, informed trading and dynamic asset pricing. (2019). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:210-222.

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2019Sovereign bond markets when auctions take place: Evidence from Italy. (2019). Cafiso, Gianluca. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:406-430.

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2019Insider trading, representativeness heuristic insider, and market regulation. (2019). Li, Zaili ; Qi, Lina ; Liu, Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:48-64.

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2019Strategic leakage of private information. (2019). Zhang, Xiaohong ; Liu, BO ; Huang, Wenli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:637-644.

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2019Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators. (2019). Chen, Yuhsin ; Huang, Paoyu ; Ni, Yensen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:514-528.

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2019Firm-specific investor sentiment and daily stock returns. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830158x.

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2019Information asymmetry, market state, and implementation risk. (2019). Chen, Tsung-Yu ; Wu, Zhen-Xing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303188.

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2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

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2020Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x.

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2020Insider, outsider and information heterogeneity. (2020). Wang, Wenjie ; Zhou, Deqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300905.

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2020Estimating permanent price impact via machine learning. (2020). Philip, R. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:414-449.

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2020Liquidity and volatility in the U.S. Treasury market. (2020). Fleming, Michael ; Engle, Robert ; Ghysels, Eric ; Nguyen, Giang. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:207-229.

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2020Statistical inferences for price staleness. (2020). Pirino, Davide ; Livieri, Giulia ; Kolokolov, Aleksey. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:32-81.

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2019Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

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2019Is individual trading priced in the preferred stock discount?. (2019). Choi, Joung Hwa ; Sub, Paul Moon ; Park, Cheol. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:326-346.

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2019Order imbalances and market efficiency: New evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Zhang, Ting. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:458-467.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2019Government ownership and stock liquidity: Evidence from China. (2019). Suardi, Sandy ; Ding, Mingfa. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:7.

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2020Institutional investors, selling pressure and crash risk: Evidence from China. (2020). Fu, Hui ; Fan, Yunqi . In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302985.

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2020What is the best proxy for liquidity in the presence of extreme illiquidity?. (2020). Będowska-Sójka, Barbara ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302080.

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2019What causes the asymmetric correlation in stock returns?. (2019). Chung, Peter Y ; Kim, Thomas S ; Hong, Hyun A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:190-212.

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2020The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market. (2020). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:104-118.

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2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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More than 100 citations found, this list is not complete...

Works by Albert S. Kyle:

YearTitleTypeCited
1985The Use of Protection and Subsidies for Entry Promotion and Deterrence. In: American Economic Review.
[Full Text][Citation analysis]		article55
2008How to Define Illegal Price Manipulation In: American Economic Review.
[Full Text][Citation analysis]		article30
1988Real Interest Rates and Home Goods: A Two-Period Model. In: The Economic Record.
[Citation analysis]		article0
1985 The Pricing of Oil and Gas: Some Further Results: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1997 Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test? In: Journal of Finance.
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