Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist

DOI10.1007/BF01225933zbMath0800.90344OpenAlexW2115098913MaRDI QIDQ1319273

Ann Gillette, Michael R. Baye, Casper G. de Vries

Publication date: 12 May 1994

Published in: Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01225933

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Auctions with an inexpert bidder

Cites Work

• It takes two to tango: equilibria in a model of sales
• Continuous Auctions and Insider Trading
• Informed Speculation with Imperfect Competition

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