Results 31 to 40 of about 204,856 (205)

PENGARUH HARGA SAHAM, VOLATILITAS HARGA SAHAM, DAN VOLUME PERDAGANGAN SAHAM TERHADAP BID-ASK SPREAD SAHAM PADA PERUSAHAAN SEKTOR PERTAMBANGAN YANG TERDAFTAR DI ISSI PERIODE JUNI 2016−JUNI 2017

open access: yesJurnal Riset Manajemen Sains Indonesia, 2018
Penelitian ini bertujuan untuk mengetahui pengaruh harga, volatilitas harga dan volume perdagangan saham terhadap bid-ask spread pada perusahaan sektor pertambangan yang terdaftar di Indeks Saham Syariah Indonesia (ISSI) periode Juni 2016 – Juni 2017 ...
Hamidah Hamidah   +2 more
doaj  

Investigating the effect of Trading volume on Bid-Ask spread of Islamic treasury bills with a Microstructural approach [PDF]

open access: yesIranian Journal of Finance
As a key tool in implementing monetary policy and government financing, government bonds play an essential role in financial markets. By means of Islamic financial innovations in the Islamic capital market, the instrument of Islamic treasury bill is ...
Ali Namaki, Aysa Kazemi bavil
doaj   +1 more source

Does Demutualization Spur Liquidity?

open access: yesSEISENSE Journal of Management, 2020
Purpose: The literature on demutualization is confined to efficiency and social welfare issues. Little empirical literature exists on the effect of demutualization on listed firms.
Farman Ali   +3 more
doaj   +1 more source

Price functionals with bid–ask spreads: an axiomatic approach [PDF]

open access: yesJournal of Mathematical Economics, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +5 more sources

PENGARUH ASSET SIZE, CLOSING PRICE, LIKUIDITAS, VARIAN RETURN, DAN VOLUME PERDAGANGAN SAHAM TERHADAP BID-ASK SPREAD PADA PERUSAHAAN REAL ESTATE DAN PROPERTI YANG TERDAFTAR DI BEI

open access: yesJurnal Ilmiah Wahana Akuntansi, 2013
In investing there money, the investors always need information. One of them is stock bid ask spread. But they usually don’t notice it. In fact, stock bid ask spread can reflect trading volume, asset size, stock rise level, etc.
Leoni Bidara Rasyidi, Yunika Murdayanti
doaj  

Bid–ask spreads in commodity futures markets [PDF]

open access: yesApplied Financial Economics, 2004
Issues of recent interest and controversy regarding bid–ask spreads in commodity futures markets are investigated. First, competing spread estimators are applied to open outcry transactions data and resulting estimates are compared to observed spreads.
Henry L. Bryant, Michael S. Haigh *
openaire   +1 more source

Risiko Investasi, Bid-ask Spread, Dan Cost of Equity Capital Di Pasar Modal Indonesia [PDF]

open access: yes, 2014
A number of studies investigated how financial information affected investment decisions. The study extendedthis line of research by examining the effect of risk, proxied by price per share, number of shareholders, numberof dealers, trading volume ...
Haryono, A. (Agus)   +1 more
core  

Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent? [PDF]

open access: yes
This paper investigates the intraday effects of unannounced foreign exchange intervention on bid-ask exchange rate spreads using official intraday intervention data provided by the Danish central bank.
Jesper Pedersen   +2 more
core   +3 more sources

Analisis Variabel Akuntansi Kuartalan, Variabel Pasar, dan Arus Kas Operasi yang Mempengaruhi Bid-Ask Spread

open access: yesJurnal Akuntansi dan Auditing Indonesia, 2009
The objectives of the research are to analyze the information content of quarterly accounting variable, market variable, and operation cash flow toward bid-ask spread as well as to analyze the differences of information content between accounting ...
Tumirin Tumirin
doaj  

Bid-Ask Spread Modelling, a Perturbation Approach [PDF]

open access: yes, 2013
Our objective is to study liquidity risk, in particular the so-called “bid-ask spread”, as a by-product of market uncertainties. “Bid-ask spread”, and more generally “limit order books” describe the existence of different sell and buy prices, which we explain by using different risk aversions of market participants.
LIM T, LY VATH V, SAHUT J M, SCOTTI S
openaire   +2 more sources

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