A Baysian Model of Intraday Specialist Pricing

Ananth Madhavan and S. Smidt

Weiss Center Working Papers from Wharton School - Weiss Center for International Financial Research

Keywords: prices; economic models; information (search for similar items in EconPapers)
Pages: 41 pages
Date: 1991
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Related works:
Journal Article: A Bayesian model of intraday specialist pricing (1991)
Working Paper: A Bayesian Model of Intraday Specialist Pricing
Working Paper: A Bayesian Model of Intraday Specialist Pricing
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pennif:2-91

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