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Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders
Home
Publications
Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders
Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders
LG
Lawrence R. Glosten
Lawrence R. Glosten
PM
Paul R. Milgrom
Paul R. Milgrom
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