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A 'Trade Out of Equilibrium' Model of the Stock Market
Glosten, Lawrence R.
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1978
Persistent link: https://www.econbiz.de/10012235125
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Strong Form Informational Efficiency in Stock Markets with Disequilibrium Trading
Glosten, Lawrence R.
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1979
Persistent link: https://www.econbiz.de/10012235216
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Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders
Glosten, Lawrence R.
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Milgrom, Paul R.
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1983
Persistent link: https://www.econbiz.de/10012235386
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