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

被引：2389

作者：

GLOSTEN, LR

MILGROM, PR

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

[2] YALE UNIV,NEW HAVEN,CT 06520

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1985年 / 14卷 / 01期

关键词：

D O I：

10.1016/0304-405X(85)90044-3

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：71 / 100

页数：30

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