Faculty

Institution

Unit

Venue

Albert Kyle

Distinguished University Professor Charles E Smith Chair in Finance

University of Maryland, College Park

Affiliations

Robert H. Smith School of Business

Accounting and Information Assurance

Finance Department

Albert Kyle is currently serving as an Accounting And Information Assurance Distinguished University Professor Charles E Smith Chair in Finance at University of Maryland, College Park.

Honors

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Experiences

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Education

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Albert Kyle

University of Maryland, College Park

Distinguished University Professor Charles E Smith Chair in Finance

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finance social sciences social science research financial economics economics empirical finance market microstructure asset pricing microstructure market microstructure invariance econometrics risk management flash crash market microstructure invariants data science microeconomics computational social science information science behavioral finance market power applied social science financial risk management wealth effect electronic market smooth trading economic behavior decision science management science bank marketing financial stability information management economic research high-frequency trading market manipulation market regulation liquidity financial data trading model quantitative social science research financial system retail banking market failure portfolio management information theory information economics algorithmic trading automated trading imperfect competition high frequency trading empirical hypotheses illegal price manipulation liquidation decisions prospect theory continuous exchange portfolio transitions empirical evidence dimensional analysis informational content finance research high-frequency financial econometrics market (economics) economic analysis financial analysis

Notable Scholarly Works

Notable Federal Grants

Collaborators

Invariance of Switching Points. (2023)

Kyounghun BaeAlbert S. KyleEun Jung LeeAnna A. Obizhaeva

social change

Large Bets and Stock Market Crashes. Review of Finance (2023)

Albert S KyleAnna A Obizhaeva

large betsfinancefinancial economicsempirical financestock market crashes

The Cumulant Risk Premium. SSRN Electronic Journal (2023)

Albert S. KyleKaramfil Todorov

social science researchfinancecumulant risk premiumrisk managementempirical financesocial sciences

Beliefs Aggregation and Return Predictability. The Journal of Finance (2022)

ALBERT S. KYLEANNA A. OBIZHAEVAYAJUN WANG

financereturn predictabilityfinancial economicsbeliefs aggregationempirical finance

Market Microstructure Invariance: A Meta-Model Approach. SSRN Electronic Journal (2022)

Albert S. KyleAnna A. Obizhaeva

social science researchsocial sciencesmicrostructuremarket microstructure invariancemarket microstructure

Industrial Organization, Order Internalization, and Invariance. (2020)

Albert S. KyleAnna A. ObizhaevaYajun Wang

industrial organizationorder internalization

Market Microstructure Invariance: A Dynamic Equilibrium Model. SSRN Electronic Journal (2019)

Albert S. KyleAnna A. Obizhaeva

social science researcheconomicsdynamic equilibrium modelfinancial economicssocial sciencesmicrostructuremarket microstructure invarianceasset pricingmarket microstructure

Microstructure Invariance in U.S. Stock Market Trades. Journal of Financial Markets (2019)

Albert S. KyleAnna A. ObizhaevaTugkan Tuzun

financemicrostructure invarianceempirical financemicrostructureasset pricingmarket microstructure

Automation, Intermediation and the Flash Crash. SSRN Electronic Journal (2018)

Andrei A. KirilenkoAlbert S. KyleMehrdad SamadiTugkan Tuzun

social science researcheconomicsautomationflash crashsocial sciences

When Are Financial Markets Perfectly Competitive?. SSRN Electronic Journal (2018)

Jeongmin LeeAlbert S. Kyle

financecompetition (economics)social science researchsocial sciences

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Albert Kyle

Distinguished University Professor Charles E Smith Chair in Finance

University of Maryland, College Park

Affiliations

Robert H. Smith School of Business

Accounting and Information Assurance

Finance Department

Albert Kyle is currently serving as an Accounting And Information Assurance Distinguished University Professor Charles E Smith Chair in Finance at University of Maryland, College Park.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Albert Kyle

University of Maryland, College Park

Distinguished University Professor Charles E Smith Chair in Finance

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Invariance of Switching Points. (2023)

Kyounghun BaeAlbert S. KyleEun Jung LeeAnna A. Obizhaeva

social change

Large Bets and Stock Market Crashes. Review of Finance (2023)

Albert S KyleAnna A Obizhaeva

large betsfinancefinancial economicsempirical financestock market crashes

The Cumulant Risk Premium. SSRN Electronic Journal (2023)

Albert S. KyleKaramfil Todorov

social science researchfinancecumulant risk premiumrisk managementempirical financesocial sciences

Beliefs Aggregation and Return Predictability. The Journal of Finance (2022)

ALBERT S. KYLEANNA A. OBIZHAEVAYAJUN WANG

financereturn predictabilityfinancial economicsbeliefs aggregationempirical finance

Market Microstructure Invariance: A Meta-Model Approach. SSRN Electronic Journal (2022)

Albert S. KyleAnna A. Obizhaeva

social science researchsocial sciencesmicrostructuremarket microstructure invariancemarket microstructure

Industrial Organization, Order Internalization, and Invariance. (2020)

Albert S. KyleAnna A. ObizhaevaYajun Wang

industrial organizationorder internalization

Market Microstructure Invariance: A Dynamic Equilibrium Model. SSRN Electronic Journal (2019)

Albert S. KyleAnna A. Obizhaeva

social science researcheconomicsdynamic equilibrium modelfinancial economicssocial sciencesmicrostructuremarket microstructure invarianceasset pricingmarket microstructure

Microstructure Invariance in U.S. Stock Market Trades. Journal of Financial Markets (2019)

Albert S. KyleAnna A. ObizhaevaTugkan Tuzun

financemicrostructure invarianceempirical financemicrostructureasset pricingmarket microstructure

Automation, Intermediation and the Flash Crash. SSRN Electronic Journal (2018)

Andrei A. KirilenkoAlbert S. KyleMehrdad SamadiTugkan Tuzun

social science researcheconomicsautomationflash crashsocial sciences

When Are Financial Markets Perfectly Competitive?. SSRN Electronic Journal (2018)

Jeongmin LeeAlbert S. Kyle

financecompetition (economics)social science researchsocial sciences

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University of Texas at Austin

asset allocation

capital market

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international financial market

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corporate finance

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marketing

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