search query: @author Ness, B.F. Van / total: 3
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| Author: | Ness, B.F. Van Ness, R.A. Van Warr, R.S. |
| Title: | How well do adverse selection components measure adverse selection? |
| Journal: | Financial Management
2001 : AUTUMN, VOL. 30:3, p. 77-98 |
| Index terms: | ADVERSE SELECTION ASYMMETRIC INFORMATION INFORMATION INDUSTRY MODELS |
| Language: | eng |
| Abstract: | The performance of five adverse selection models are examined by comparing their component estimates to other measures of information asymmetry and informed trading. The models produce mixed results. |
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