Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange

Journal of Empirical Finance

Volumn 5, Issue 1, 1998, Pages 1-25

  Snell, Andy ^a   Tonks, Ian ^b,c  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b UNIVERSITY OF BRISTOL   (United Kingdom)

^c LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Asymmetric information; Dealer market; Inventory control; London stock exchange; Market microstructure; Trading volumes

Indexed keywords

EID: 0031637637     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(96)00014-X     Document Type: Article

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