Call and continuous trading mechanisms under asymmetric information: an experimental investigation
[size=-1]CR Schnitzlein - Journal of Finance, 1996 - JSTOR
... Successful aggregation has been shown to depend on the information structure and the
homogeneity of trader types. " Multiple order sizes play a role here by permitting the approximate
normality of the net noise trader order with a relatively small number of noise trader arrivals. ...
被引用次数：82 - 相关文章 - 所有 7 个版