The Information Content of Specialist Pricing
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Bibliographic InfoArticle provided by University of Chicago Press in its journal Journal of Political Economy.
Volume (Year): 93 (1985)
Issue (Month): 1 (February)
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- Michael Baye & Ann Gillette & Casper Vries, 1994.
"Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist,"
Journal of Economics,
Springer, vol. 59(1), pages 71-96, February.
- 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.
- Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Society for Computational Economics, vol. 37(1), pages 89-111, January.
- Yacine Ait-Sahalia, 1996.
"Dynamic Equilibrium and Volatility in Financial Asset Markets,"
NBER Working Papers
5479, National Bureau of Economic Research, Inc.
- Ait-Sahalia, Yacine, 1998. "Dynamic equilibrium and volatility in financial asset markets," Journal of Econometrics, Elsevier, vol. 84(1), pages 93-127, May.
- Yacine Aït-Sahalia, . "Dynamic Equilibrium and Volatility in Financial Asset Markets," CRSP working papers 331, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Wihlborg, Clas, 1989. "The Incentive to Acquire Information and Financial Market Efficiency," Working Paper Series 218, Research Institute of Industrial Economics.
- Luis A. Medrano & Xavier Vives, 1997.
"Strategic behavior and price discovery,"
Economics Working Papers
238, Department of Economics and Business, Universitat Pompeu Fabra.
- Medrano, Luis Angel & Vives, Xavier, 1997. "Strategic Behaviour and Price Discovery," CEPR Discussion Papers 1768, C.E.P.R. Discussion Papers.
- Luis Angel Medrano & Xavier Vives, 1998. "Strategic Behavior and Price Discovery," Harvard Institute of Economic Research Working Papers 1825, Harvard - Institute of Economic Research.
- Goodfriend, Marvin, 1986.
"Monetary mystique: Secrecy and central banking,"
Journal of Monetary Economics,
Elsevier, vol. 17(1), pages 63-92, January.
- Agastya, Murali, 2003. "Insider Trading, Informational Effciency and Allocative Effciency," Working Papers 6, University of Sydney, School of Economics.
- LOVO, Stefano M. & CALCAGNO, R., 2001. "Market efficiency and Price Formation when Dealers are Asymmetrically Informed," Les Cahiers de Recherche 737, HEC Paris.
- deB. Harris, Frederick H. & McInish, Thomas H. & Chakravarty, Ranjan R., 1995. "Bids and asks in disequilibrium market microstructure: The case of IBM," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 323-345, May.
- Calcagno, R. & Lovo, S.M., 2002. "Market Efficiency and Price Formation When Dealers are Asymmetrically Informed," Discussion Paper 2002-42, Tilburg University, Center for Economic Research.
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