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

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  • Krishnan, Murugappa

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  • Krishnan, Murugappa, 1992. "An equivalence between the Kyle (1985) and the Glosten--Milgrom (1985) models," Economics Letters, Elsevier, vol. 40(3), pages 333-338, November.
    • Handle: RePEc:eee:ecolet:v:40:y:1992:i:3:p:333-338
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    Cited by:

    1. Kumar, Praveen & Langberg, Nisan & Oded, Jacob & Sivaramakrishnan, K., 2017. "Voluntary disclosure and strategic stock repurchases," Journal of Accounting and Economics, Elsevier, vol. 63(2), pages 207-230.
    2. Gelman, Sergey & Lushchikov, Roman, 2015. "Stock liquidity in forefront of anticipated announcements," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113176, Verein für Socialpolitik / German Economic Association.
    3. Christoph Kuhn & Matthias Riedel, 2012. "Price-Setting of Market Makers: A Filtering Problem with an Endogenous Filtration," Papers 1210.4000, arXiv.org.
    4. Dumitrescu, Ariadna, 2010. "The strategic specialist and imperfect competition in a limit order market," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 255-266, January.
    5. Bhattacharya, Utpal & Krishnan, Murugappa, 1999. "To believe or not to believe1," Journal of Financial Markets, Elsevier, vol. 2(1), pages 69-98, February.

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