The negative value of public information in the Glosten-Milgrom model (Q485578): Difference between revisions

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Property / Mathematics Subject Classification ID: 91B44 / rank
 
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Property / zbMATH DE Number: 6385520 / rank
 
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market microstructure
Property / zbMATH Keywords: market microstructure / rank
 
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negative social value of public information
Property / zbMATH Keywords: negative social value of public information / rank
 
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Glosten-Milgrom model
Property / zbMATH Keywords: Glosten-Milgrom model / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.econlet.2014.05.014 / rank
 
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Property / OpenAlex ID: W1996490907 / rank
 
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Property / cites work: Equivalent Comparisons of Experiments / rank
 
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Revision as of 11:53, 9 July 2024

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The negative value of public information in the Glosten-Milgrom model
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    The negative value of public information in the Glosten-Milgrom model (English)
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    12 January 2015
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    market microstructure
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    negative social value of public information
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    Glosten-Milgrom model
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