Results 241 to 250 of about 2,274 (258)

Earnings announcements and the components of the bid‐ask spread

Journal of Economic Studies, 2013
Andros Gregoriou
exaly  

The Determinants of the Bid-Ask Spread Components

2006
Reported bid-ask spread decompositions vary in exchange structure, for example quotedriven, order-driven or hybrid systems. The majority however, focus on quote-driven markets. This dissertation empirically studies the decomposition of spread components in a order-driven market and identifies relations among the individual components and firm-specific ...
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The performance of bid-ask spread estimators under less than ideal conditions

Studies in Economics and Finance, 2015
Michael Bleaney, Zhiyong Li
exaly  

An Intraday Examination of the Components of the Bid–Ask Spread

Financial Review, 2002
Thomas H Mcinish, Bonnie F Van Ness
exaly  

Dynamics of bid–ask spread return and volatility of the Chinese stock market

Physica A: Statistical Mechanics and Its Applications, 2012
Li-Xin Zhong
exaly  

The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange

Journal of Empirical Finance, 2002
Hee-Joon Ahn, Yasushi Hamao
exaly  

The Determinants of the Bid–Ask Spread

2018
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Components of the wholesale bid‐ask spread and the structure of grain markets: the case of rice in India

Agricultural Economics (United Kingdom), 1999
Raghbendra Jha, Hari K Nagarajan
exaly  

REIT Liquidity and Bid-Ask Spreads

CFA Digest, 1997
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The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange

European Financial Management, 2009
Timotheos Angelidis
exaly