Results 1 to 10 of about 204,856 (205)
A comparison of bid-ask spread proxies and determinants of bond bid-ask spread
Borsa Istanbul Review, 2021 This paper compares performances of bid-ask spread measures and analyzes bond-level characteristics' effects on the bid-ask spread for Turkish sovereign bonds traded in Borsa Istanbul.
Emre Su, Kaya Tokmakcioglu
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Unlocking the secrets of exchange rate determination in Malaysia: A Game-Changing hybrid model [PDF]
Heliyon, 2023 Nominal exchange rate determination is a puzzling phenomenon throughout the literature. Thus, the study aims to analyze the nominal exchange rate determination with a hybrid approach of macroeconomic and microstructure determinants, i.e., interest rate ...
Shamaila Butt +4 more
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Unallocated Metal Accounts in Russia: Determinants of Quoted Bid-Ask Spreads [PDF]
Финансовый журнал, 2021 Due to economic instability there has been an increase in demand for unallocated metal accounts offered by Russian commercial banks since April 2020.
Elena V. Rozhentsova +2 more
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The Relationship between Some Corporate Governance Instruments and Bid-Ask Spread in Iran [PDF]
مجله توسعه و سرمایه, 2010 Corporate Governance is an important effective factor in determining bid-ask spread. Bid-ask spread has important role in stock liquidity. Increasing in corporate governance quality leads to decrease bid-ask spread and therefore increase stock liquidity.
Hosein Etemadi, Ph.D +2 more
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JPPI (Jurnal Penelitian Pendidikan Indonesia), 2022 This research was to provide empirical evidence regarding The Effect of Trading Volume, Earning Per Share on Stock Returns, and their impact on Bid-Ask Spread in manufacturing companies listed on the Indonesian Stock Exchange.
Dede Djuniardi +2 more
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Consistency of option prices under bid–ask spreads [PDF]
Mathematical Finance, 2019 AbstractGiven a finite set of European call option prices on a single underlying, we want to know when there is a market model that is consistent with these prices. In contrast to previous studies, we allow models where the underlying trades at a bid–ask spread. The main question then is how large (in terms of a deterministic bound) this spread must be
Gerhold, Stefan, Gülüm, Ismail Cetin
openaire +4 more sources
The Effect of New Inside and Outside Information on Liquidity in Iran’s Stock Market [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2022 The expected value of a company’s stock can change in response to new inside and outside information, depending on the nature of the company. The main purpose of this paper is to test the effect of new and different types of information on the bid-ask ...
Mahdieh Akbari Roshan +2 more
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I-Finance, 2022 Penelitian ini digunakan untuk mengetahui perbedaan antara return saham dan return saham seputar pengumuman stock split. metode penelitian yang digunakan dengan metode kuantitatif.
Aziz Septiatin +3 more
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FAKTOR-FAKTOR YANG MEMPENGARUHI BID-ASK SPREAD PADA PERUSAHAAN MANUFAKTUR
Jurnal Akuntansi Indonesia, 2015 The amount of information asymmetry faced by dealers will be reflected in the spread. Dealers will try to maintain the bid-ask spreads are optimal, so the need to determine the factors that affect the bid- ask spread .
Adistie Nucke Arista Dewi, Indri Kartika
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A comprehensive study on bid-ask spread and its determinants in India
Cogent Economics & Finance, 2021 Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market–capitalization, return volatility, and number of trades as the prime ...
Aritra Pan, Arun Kumar Misra
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