An equivalence between the Kyle (1985) and the Glosten-Milgrom (1985)models

Authors
M. Krishnan
Citation
M. Krishnan, An equivalence between the Kyle (1985) and the Glosten-Milgrom (1985)models, Economics letters, 40(03), 1992, pp. 333
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
03
Year of publication
1992
Database
ICR
SICI code
0165-1765(1992)40:03<333:AEBTK(>2.0.ZU;2-R