A simple multimarket measure of information asymmetry
Travis L. Johnson, Eric C. So
| Year of publication: |
March 2018
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|---|---|
| Authors: | Johnson, Travis L. ; So, Eric |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 3, p. 1055-1080
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| Subject: | information asymmetry | market microstructure | options | liquidity | Asymmetrische Information | Asymmetric information | Theorie | Theory | Marktmikrostruktur | Market microstructure | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2016.2608 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847130