Author: | Glosten, L. R. Milgrom, P. R. |
Title: | Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. |
Journal: | Journal of Financial Economics
1985 : VOL. 14:1, p. 71-100 |
Index terms: | PRICES SECURITIES INFORMATION |
Language: | eng |
Abstract: |
SCIMA