THE TRADING DECISION AND MARKET CLEARING UNDER TRANSACTION PRICE UNCERTAINTY

被引：18

作者：

HO, TSY ^{[1
]}

SCHWARTZ, RA ^{[1
]}

WHITCOMB, DK ^{[1
]}

机构：

[1] RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903

来源：

JOURNAL OF FINANCE | 1985年 / 40卷 / 01期

关键词：

D O I：

10.2307/2328046

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：21 / 42

页数：22

共 18 条

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AMIHUD, Y ;

MENDELSON, H .

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COHEN, KJ ;

MAIER, SF ;

SCHWARTZ, RA ;

WHITCOMB, DK .

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COHEN, KJ ;

MAIER, SF ;

SCHWARTZ, RA ;

WHITCOMB, DK .

JOURNAL OF FINANCE, 1978, 33 (01) :149-167

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COHEN, KJ ;

MAIER, SF ;

SCHWARTZ, RA ;

WHITCOMB, DK .

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[5] AUCTIONS AND BIDDING MODELS - A SURVEY [J].

ENGELBRECHTWIGGANS, R .

MANAGEMENT SCIENCE, 1980, 26 (02) :119-142

[6] STRUCTURAL ORGANIZATION OF SECONDARY MARKETS - CLEARING FREQUENCY, DEALER ACTIVITY AND LIQUIDITY RISK [J].

GARBADE, KD ;

SILBER, WL .

JOURNAL OF FINANCE, 1979, 34 (03) :577-593

[7] MARKET MICROSTRUCTURE [J].

GARMAN, MB .

JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (03) :257-275

[8] MARKET PRICES VS EQUILIBRIUM PRICES - RETURNS VARIANCE, SERIAL-CORRELATION, AND THE ROLE OF THE SPECIALIST [J].

GOLDMAN, MB ;

BEJA, A .

JOURNAL OF FINANCE, 1979, 34 (03) :595-607

[9] ON THE FEASIBILITY OF AUTOMATED MARKET MAKING BY A PROGRAMMED SPECIALIST [J].

HAKANSSON, NH ;

BEJA, A ;

KALE, J .

JOURNAL OF FINANCE, 1985, 40 (01) :1-20

[10] ON DEALER MARKETS UNDER COMPETITION [J].

HO, T ;

STOLL, HR .

JOURNAL OF FINANCE, 1980, 35 (02) :259-267

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