COMPONENTS OF THE BID-ASK SPREAD AND THE STATISTICAL PROPERTIES OF TRANSACTION PRICES

被引：152

作者：

GLOSTEN, LR ^{[1
]}

机构：

[1] UNIV MINNESOTA,CURTIS L CARLSON SCH MANAGEMENT,MINNEAPOLIS,MN 55455

来源：

JOURNAL OF FINANCE | 1987年 / 42卷 / 05期

关键词：

D O I：

10.2307/2328528

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1293 / 1307

页数：15

共 12 条

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[8] BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS [J].

GLOSTEN, LR ;

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[9] OPTIMAL DEALER PRICING UNDER TRANSACTIONS AND RETURN UNCERTAINTY [J].

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