Spread modelling under asymmetric information
Sergey Kazachenko
| Year of publication: |
2015
|
|---|---|
| Authors: | Kazachenko, Sergey |
| Published in: |
Financial econometrics and empirical market microstructure. - Cham [u.a.] : Springer, ISBN 978-3-319-09945-3. - 2015, p. 111-129
|
| Subject: | Asymmetric information | Bid ask-spreads | Glosten-Milgrom | Inventory risk | Market microstructure | Price formation | Asymmetrische Information | Marktmikrostruktur | Börsenkurs | Share price | Auktionstheorie | Auction theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326695