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2 shownInformation Effects on the Bid‐Ask Spread
ABSTRACT An individual who chooses to serve as a market‐maker is assumed to optimize his position by setting a bid‐ask spread which maximizes the difference between expected rev...
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- h-index
- 2
- Publications
- 2
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- 2,193
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h-index
2
h-index: Number of publications with at least h citations each.