The model by Kyle (1985) is an example of batch arrival model, whereas the model by Glosten and Milgrom (1985) is an example of single arrival model. What is the key difference between batch arrival models and single arrival models? The model by Kyle (1985) is an example of batch arrival model, whereas the model by Glosten and Milgrom (1985) is an example of single arrival model. What is the key difference between batch arrival models and single arrival models