The negative value of public information in the Glosten-Milgrom model (Q485578): Difference between revisions
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| Property / DOI: 10.1016/j.econlet.2014.05.014 / rank | |||
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Latest revision as of 18:56, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The negative value of public information in the Glosten-Milgrom model |
scientific article |
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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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