search query: @author Glosten, L. R. / total: 4
references: 3-4 / 4
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3.
Components of the bid-ask spread and the statistical properties of transactions prices.
Journal of Finance
1987 : DEC, VOL. 42:5, p. 1293-1307
 1987 Glosten, L. R.
4.
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders.
Journal of Financial Economics
1985 : VOL. 14:1, p. 71-100
 1985 Glosten, L. R.
Milgrom, P. R.
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