Dynamic Adverse Selection and the Size of the Informed Side of the Market
Year of publication: |
2011-03
|
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Authors: | Bilancini, Ennio ; boncinelli, Leonardo |
Institutions: | Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia |
Subject: | dynamic adverse selection | full trade | size of the informed side | frequency of exchanges | asymmetric information |
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