## Abstract This study analyzes two types of information flows in financial markets. The first type represents return information, where informed investors know whether the stock price will increase or decrease. The second type is labeled volatility information, where the direction of the stock pri
β¦ LIBER β¦
Competitive bidding and proprietary information
β Scribed by Richard Engelbrecht-Wiggans; Paul R. Milgrom; Robert J. Weber
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 570 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0304-4068
No coin nor oath required. For personal study only.
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