Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist
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Bibliographic InfoArticle provided by Springer in its journal Journal of Economics Zeitschrift für Nationalökonomie.
Volume (Year): 59 (1994)
Issue (Month): 1 (February)
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Web page: http://www.springerlink.com/link.asp?id=108909
Other versions of this item:
- Baye, M.R. & Gillette, A. & De Vries, C.G., 1993. "Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist," Papers 10-93-10a, Pennsylvania State - Department of Economics.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November.
- Baye, Michael R. & Kovenock, Dan & de Vries, Casper G., 1992. "It takes two to tango: Equilibria in a model of sales," Games and Economic Behavior, Elsevier, vol. 4(4), pages 493-510, October.
- Gould, John P & Verrecchia, Robert E, 1985. "The Information Content of Specialist Pricing," Journal of Political Economy, University of Chicago Press, vol. 93(1), pages 66-83, February.
- Deltas, George & Engelbrecht-Wiggans, Richard, 2001. "Auctions with an inexpert bidder," Economics Letters, Elsevier, vol. 73(1), pages 35-42, October.
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