Building blocks
- 1 June 1987
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 11 (2) , 193-212
- https://doi.org/10.1016/0378-4266(87)90049-5
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- Price, trade size, and information in securities marketsPublished by Elsevier ,2002
- The Microeconomics of Market MakingJournal of Financial and Quantitative Analysis, 1986
- Bid, ask and transaction prices in a specialist market with heterogeneously informed tradersJournal of Financial Economics, 1985
- Information, trade and common knowledgeJournal of Economic Theory, 1982
- The theory of search for several goodsJournal of Economic Theory, 1981
- Optimal dealer pricing under transactions and return uncertaintyJournal of Financial Economics, 1981
- Optimal Search for the Best AlternativeEconometrica, 1979
- Trading rules, large blocks and the speed of price adjustmentJournal of Financial Economics, 1977
- Price Impacts of Block Trading on the New York Stock ExchangeThe Journal of Finance, 1972
- The Only Game in TownCFA Magazine, 1971