Nontrading, market-making, and estimates of stock price volatility

Name

nontradingmarket00mars.pdf

Size

1.2 MB

Format

Adobe PDF

Checksum (MD5)

8e4dcf97d58bd697bfba54ff5eff6866

Author(s)

Marsh, Terry A.

•

Rosenfeld, Eric R.

Date Issued

1985

Publisher

Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management

Series/Report no.

Working paper (Sloan School of Management) ; 1549-83.

Description

January 1983.

Persistent DSpace Link