hard · Market Microstructure

A dealer quotes a bid-ask spread using the Glosten-Milgrom framework. The fraction of informed traders is μ, informed traders know the asset's true value V in V_L, V_H with equal priors, and uninformed traders buy or sell with equal probability. The dealer's quotes are set so each is the conditional expectation of V given the order's sign. Now the market maker learns that informed traders, due to a borrowing constraint, can only BUY on good news but cannot short on bad news.

Holding μ fixed, how does this asymmetry change the dealer's quotes relative to the symmetric case?

  1. The ask rises and the bid rises, because every buy now carries more adverse-selection weight while sells are purely uninformed and thus less informative about low value.
  2. The ask rises while the bid falls, since the constraint amplifies adverse selection symmetrically on both sides of the market regardless of trade direction.
  3. The ask falls and the bid rises, narrowing the spread because removing informed selling reduces the total quantity of private information the dealer faces.
  4. The ask is unchanged while the bid falls, because the constraint affects only the dealer's inference from sell orders and leaves buy-side learning intact.

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