Work

Optimal dealer pricing under transactions and return uncertainty

Year: 1981

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(81)90020-9

Authors: Thomas Ho, Hans R. Stoll

Institutions: New York University, Vanderbilt University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2025268472

FWCI: 13.61

Cites: 24

Cited by: 1,379

Related to: 9