An equivalence between the Kyle (1985) and the Glosten—Milgrom (1985) models
- 30 November 1992
- journal article
- Published by Elsevier in Economics Letters
- Vol. 40 (3) , 333-338
- https://doi.org/10.1016/0165-1765(92)90014-p
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Continuous Auctions and Insider TradingEconometrica, 1985
- Bid, ask and transaction prices in a specialist market with heterogeneously informed tradersJournal of Financial Economics, 1985