The negative value of public information in the Glosten-Milgrom model (Q485578)
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scientific article; zbMATH DE number 6385520
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| English | The negative value of public information in the Glosten-Milgrom model |
scientific article; zbMATH DE number 6385520 |
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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0.7401383519172668
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0.7365104556083679
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0.735558032989502
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0.7268202304840088
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0.7259393930435181
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