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Liquidity and the marginal value of information - MaRDI portal

Liquidity and the marginal value of information (Q2447144)

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Liquidity and the marginal value of information
scientific article

    Statements

    title
    Liquidity and the marginal value of information (English)
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    author
    Alex Boulatov
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    Bart Taub
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    publication date
    24 April 2014
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    zbMATH Keywords
    market microstructure
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    liquidity
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    information
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    Doob \(h\)-transform
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    Identifiers

    zbMATH DE Number
    6287897
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    OpenAlex ID
    W2024559888
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