An equivalence between the Kyle (1985) and the Glosten-Milgrom (1985) models
Year of publication: |
1992
|
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Authors: | Krishnan, Murugappa |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 40.1992, 3, p. 333-338
|
Subject: | CAPM | Theorie | Theory |
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