Efficiency of large double auctions

Econometrica

Volumn 74, Issue 1, 2006, Pages 47-92

  Cripps, Martin W ^a   Swinkels, Jeroen M ^a  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

Asymmetric information; Double auction; Efficiency; Market microstructure

Indexed keywords

EID: 33645038596     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.1111/j.1468-0262.2006.00649.x     Document Type: Article

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