Albert S. Kyle

16.3k total citations · 4 hit papers
61 papers, 10.8k citations indexed

About

Albert S. Kyle is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Albert S. Kyle has authored 61 papers receiving a total of 10.8k indexed citations (citations by other indexed papers that have themselves been cited), including 50 papers in Finance, 49 papers in Economics and Econometrics and 11 papers in Management Science and Operations Research. Recurrent topics in Albert S. Kyle's work include Financial Markets and Investment Strategies (44 papers), Complex Systems and Time Series Analysis (35 papers) and Economic theories and models (18 papers). Albert S. Kyle is often cited by papers focused on Financial Markets and Investment Strategies (44 papers), Complex Systems and Time Series Analysis (35 papers) and Economic theories and models (18 papers). Albert S. Kyle collaborates with scholars based in United States, Russia and United Kingdom. Albert S. Kyle's co-authors include Wei Xiong, Tugkan Tuzun, Mehrdad Samadi, Andrei Kirilenko, John Y. Campbell, Anna A. Obizhaeva, Jean-Luc Vila, Siva Viswanathan, Avinash Dixit and Hui Ou‐Yang and has published in prestigious journals such as The Journal of Finance, American Economic Review and Econometrica.

In The Last Decade

Albert S. Kyle

57 papers receiving 9.8k citations

Hit Papers

Continuous Auctions and Insider Trading 1985 2026 1998 2012 1985 2001 1989 2017 2.0k 4.0k 6.0k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Continuous Auctions and Insider Trading
    1985 6.7k citations Albert S. Kyle profile →
  2. Contagion as a Wealth Effect
    2001 665 citations Albert S. Kyle, Wei Xiong The Journal of Finance profile →
  3. Informed Speculation with Imperfect Competition
    1989 629 citations Albert S. Kyle profile →
  4. The Flash Crash: High‐Frequency Trading in an Electronic Market
    2017 390 citations Andrei Kirilenko, Albert S. Kyle et al. The Journal of Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Albert S. Kyle United States 21 9.3k 6.1k 4.3k 1.6k 1.0k 61 10.8k
Tobias J. Moskowitz United States 37 8.9k 1.0× 6.2k 1.0× 5.1k 1.2× 1.5k 0.9× 1.3k 1.3× 81 11.2k
Wei Xiong United States 45 7.7k 0.8× 6.4k 1.1× 4.0k 0.9× 824 0.5× 1.7k 1.7× 103 10.6k
Douglas Gale United States 46 8.5k 0.9× 7.4k 1.2× 4.0k 0.9× 1.6k 1.0× 2.0k 1.9× 115 12.8k
William N. Goetzmann United States 50 7.8k 0.8× 5.6k 0.9× 4.3k 1.0× 944 0.6× 1.1k 1.0× 171 10.0k
Anat R. Admati United States 30 5.9k 0.6× 3.8k 0.6× 3.8k 0.9× 993 0.6× 761 0.7× 60 7.8k
Kent Daniel United States 27 11.2k 1.2× 5.9k 1.0× 7.1k 1.7× 1.8k 1.1× 1.1k 1.1× 59 12.8k
Russ Wermers United States 32 9.2k 1.0× 4.3k 0.7× 6.9k 1.6× 893 0.6× 703 0.7× 89 10.3k
Itay Goldstein United States 42 6.5k 0.7× 3.7k 0.6× 4.6k 1.1× 676 0.4× 742 0.7× 127 8.7k
Paul C. Tetlock United States 21 5.0k 0.5× 3.1k 0.5× 3.6k 0.8× 1.8k 1.1× 470 0.4× 43 7.7k
Mark M. Carhart United States 9 12.5k 1.4× 6.2k 1.0× 8.8k 2.0× 1.4k 0.9× 1.1k 1.1× 10 14.5k

Countries citing papers authored by Albert S. Kyle

Since Specialization
Citations

This map shows the geographic impact of Albert S. Kyle's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Albert S. Kyle with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Albert S. Kyle more than expected).

Fields of papers citing papers by Albert S. Kyle

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Albert S. Kyle. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Albert S. Kyle. The network helps show where Albert S. Kyle may publish in the future.

Co-authorship network of co-authors of Albert S. Kyle

This figure shows the co-authorship network connecting the top 25 collaborators of Albert S. Kyle. A scholar is included among the top collaborators of Albert S. Kyle based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Albert S. Kyle. Albert S. Kyle is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kyle, Albert S., et al.. (2025). Trading in Crowded Markets. Journal of Financial and Quantitative Analysis. 61(1). 137–175.
2.
Kyle, Albert S. & Anna A. Obizhaeva. (2023). Large Bets and Stock Market Crashes. European Finance Review. 27(6). 2163–2203. 3 indexed citations
3.
Kyle, Albert S., et al.. (2023). The Cumulant Risk Premium. SSRN Electronic Journal. 1 indexed citations
4.
Lee, Jeongmin & Albert S. Kyle. (2018). When Are Financial Markets Perfectly Competitive?. SSRN Electronic Journal. 6 indexed citations
5.
Kirilenko, Andrei, Albert S. Kyle, Mehrdad Samadi, & Tugkan Tuzun. (2017). The Flash Crash: High‐Frequency Trading in an Electronic Market. The Journal of Finance. 72(3). 967–998. 390 indexed citations breakdown →
6.
Kyle, Albert S. & Anna A. Obizhaeva. (2016). Market Microstructure Invariance: A Dynamic Equilibrium Model. SSRN Electronic Journal. 7 indexed citations
7.
Kyle, Albert S. & Anna A. Obizhaeva. (2016). Dimensional Analysis and Market Microstructure Invariance. SSRN Electronic Journal. 9 indexed citations
8.
Andersen, Torben G., Oleg Bondarenko, Albert S. Kyle, & Anna A. Obizhaeva. (2015). Intraday Trading Invariance in the E-Mini S&P 500 Futures Market. SSRN Electronic Journal. 14 indexed citations
9.
Kyle, Albert S., et al.. (2014). Speculative Equilibrium with Differences in Higher-Order Beliefs. SSRN Electronic Journal. 1 indexed citations
10.
Kyle, Albert S. & Anna A. Obizhaeva. (2012). Large Bets and Stock Market Crashes. SSRN Electronic Journal. 26 indexed citations
11.
Kirilenko, Andrei, Albert S. Kyle, Mehrdad Samadi, & Tugkan Tuzun. (2011). The Flash Crash: High-Frequency Trading in an Electronic Market. SMU Scholar (Southern Methodist University). 227 indexed citations
12.
Kyle, Albert S., Hui Ou‐Yang, & Bin Wei. (2011). A Model of Portfolio Delegation and Strategic Trading. Review of Financial Studies. 24(11). 3778–3812. 26 indexed citations
13.
Kyle, Albert S., Hui Ou‐Yang, & Bin Wei. (2010). A Model of Portfolio Delegation and Strategic Trading. SSRN Electronic Journal. 8 indexed citations
14.
Kyle, Albert S., Hui Ou‐Yang, & Wei Xiong. (2005). Prospect theory and liquidation decisions. Journal of Economic Theory. 129(1). 273–288. 65 indexed citations
15.
Kyle, Albert S., Hui Ou‐Yang, & Wei Xiong. (2005). Prospect Theory and Liquidation Decisions. SSRN Electronic Journal. 19 indexed citations
16.
Kyle, Albert S., et al.. (1997). Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?. The Journal of Finance. 52(5). 2073–2073. 64 indexed citations
17.
Kyle, Albert S., et al.. (1997). Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?. The Journal of Finance. 52(5). 2073–2090. 399 indexed citations
18.
Kyle, Albert S. & Jean-Luc Vila. (1991). Noise Trading and Takeovers. The RAND Journal of Economics. 22(1). 54–54. 191 indexed citations
19.
Kyle, Albert S.. (1988). Improving the Performance of the Stock Market. California Management Review. 30(4). 90–114. 6 indexed citations
20.
Dixit, Avinash & Albert S. Kyle. (1985). The Use of Protection and Subsidies for Entry Promotion and Deterrence. American Economic Review. 75(1). 139–152. 84 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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