BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS

• 成果类型: Article
• 署名作者: GLOSTEN, LR; MILGROM, PR
• 署名单位: University of Chicago; Yale University
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(85)90044-3
• 发表日期: 1985
• 页码: 71-100