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Pengaruh Harga Saham dan Volume Perdagangan Saham terhadap Bid Ask Spread
Almana: Jurnal Manajemen dan Bisnis, 2019 Penelitian ini bertujuan untuk mengetahui Pengaruh Harga Saham dan Volume Perdagangan Saham Terhadap Bid Ask Spread di Sektor Industri Barang Konsumsi yang Terdaftar di Bursa Efek Indonesia Periode 2013-2017.
Dina Rosdiana
doaj +1 more source
Stylized facts of intraday precious metals. [PDF]
PLoS ONE, 2017 This paper examines the stylized facts, correlation and interaction between volatility and returns at the 5-minute frequency for gold, silver, platinum and palladium from May 2000 to April 2015.
Jonathan Batten +4 more
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The effects of spread on abnormal return: Evidence from Tehran Stock Exchange [PDF]
Management Science Letters, 2015 Spread plays essential role on market liquidity on any stock market. A high gap between bid and ask price may reduce the likelihood of trading activities while a small gap between bid and ask increases the chance of trade execution.
Samira Vafaee , Roya Darabi
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PENGARUH VOLUME PERDAGANGAN, FREKUENSI PERDAGANGAN, DAN VOLATILITAS HARGA SAHAM TERHADAP BID ASK SPREAD PADA PERUSAHAAN YANG MELAKUKAN STOCK SPLIT DI BURSA EFEK INDONESIA PERIODE 2010-2014 [PDF]
, 2015 PUTRI YUNITA SARI. Influence Of Stock Trading Volume, Trading Frequency, And Stock Price Volatility Toward Bid Ask Spread On Companies That Doing Stock Split Activity In Indonesia Stock Exchange During Period 2010-2014.
SARI, PUTRI YUNITA
core
Cogent Economics & Finance, 2022 The purpose of this study is to examine the role of options volatility and bid-ask spread as microstructural variables in determining whether the foreign exchange market’s price formation process in response to macroeconomic announcements is ...
Muhammad Ishfaq +4 more
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GMM and present value test of the C-CAPM under transactions costs: Evidence from the UK stock market [PDF]
, 2003 In this paper we test for the inclusion of the bid-ask spread in the consumption CAPM, in the UK stock market over the time period of 1980-2000. Two econometric models are used; first, Fisher’s (1994) asset pricing model is estimated by GMM, and ...
Gregoriou, A, Ioannidis, C
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Liquidity costs: a new numerical methodology and an empirical study [PDF]
, 2015 We consider rate swaps which pay a fixed rate against a floating rate in presence of bid-ask spread costs. Even for simple models of bid-ask spread costs, there is no explicit strategy optimizing an expected function of the hedging error. We here propose
Michel, Christophe +3 more
core +5 more sources
Benefit Jurnal Manajemen dan Bisnis, 2017 This study aimed to test whether there are significant non-financial variable to the bid ask spread around each earnings announcement on Manufacturing companies listed on the Indonesia Stock Exchange.
Bayu Wijayantini
doaj
The Relationship between Return and the Bid-Ask Spread in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2012 This paper studies the relationship between return and the Bid-Ask Spread in Tehran Stock Exchange. The research has been done according to Amihud and Mendelson’s model (1986).
Hasan Ghalibaf Asl, Mohadeseh Razaghi
doaj +1 more source