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Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders on resea.org. DOI 10.1016/0304-405x(85)90044-3. Lawrence R. Glosten, Paul Milgrom.

Lawrence R. Glosten, Paul Milgrom

https://resea.org/10.1016/0304-405x(85)90044-3

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