Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
Year of publication: |
2005-10-01
|
---|---|
Authors: | Ozsoylev, Han N. ; Takayama, Shino |
Institutions: | Department of Economics, Oxford University |
Subject: | Market microstructure | Gloster-Milgrom | Price formation | Sequential trade | Asymmetric information | Trade size | Bid-ask spreads |
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