search query: @author Glosten, L. R. / total: 4
references: 1-4 / 4
« previous page | next page »
 titleyearauthor
1.
Insider trading, liquidity, and the role of the monopolist specialist.
Journal of Business
1989 : APR, VOL. 62:2, p. 211-235
 1989 Glosten, L. R.
2.
Components of the bid - ask spread and the statistical properties of transaction prices.
Journal of Finance
1987 : DEC, VOL. 42:5, p. 1293-1307
 1987 Glosten, L. R.
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.
« previous page | next page »
SCIMA