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Constraints on short-selling and asset price adjustment to private information
Author(s):
Douglas W. Diamond
,
Robert E. Verrecchia
Publication date
Created:
June 1987
Publication date
(Print):
June 1987
Journal:
Journal of Financial Economics
Publisher:
Elsevier BV
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Abstract
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International Journal of Banking and Finance
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Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
Lawrence R. Glosten
,
Paul R. Milgrom
(1985)
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Risk, Uncertainty, and Divergence of Opinion
Edward Miller
(1977)
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Information Effects on the Bid-Ask Spread
Dan Galai
,
Thomas Copeland
(1983)
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Author and article information
Journal
Title:
Journal of Financial Economics
Abbreviated Title:
Journal of Financial Economics
Publisher:
Elsevier BV
ISSN (Print):
0304405X
Publication date Created:
June 1987
Publication date (Print):
June 1987
Volume
: 18
Issue
: 2
Pages
: 277-311
Article
DOI:
10.1016/0304-405X(87)90042-0
SO-VID:
ec7edbcc-a379-4aae-9b6c-c6f76ef3062c
Copyright ©
© 1987
License:
http://www.elsevier.com/tdm/userlicense/1.0/
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