The negative value of public information in the Glosten-Milgrom model (Q485578): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| 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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| Property / zbMATH Keywords | |||
Glosten-Milgrom model | |||
| Property / zbMATH Keywords: Glosten-Milgrom model / rank | |||
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Revision as of 20:26, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The negative value of public information in the Glosten-Milgrom model |
scientific article |
Statements
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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