Does Bid/Ask Spread React to the Increase of Internet Search Traffic? (P.181-196)
International Research Journal of Business Studies, 2017 This article solely examines the effect of investor attentions on bid-ask spread. We find that investors’ attention surrogated by Internet Search Traffic (IST) contribute positively and significantly toward bid-ask spread (SPREAD).
Ridwan Nurazi +2 more
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The Relationship between Quality of the External Auditor and Bid-Ask Spread in Tehran Stock Exchange [PDF]
بررسیهای حسابداری و حسابرسی, 2013 The purpose of this research in to examine the relationship between Bid-ask spread and quality of the external audit in the Iran capital market. To achieve this goal we have considered two hypothesis including audit big firm and audit firm tenure and ...
Esfandiar Malekian Kalle Basti +2 more
doaj +1 more source
Corwin-Schultz Bid-ask Spread Estimator in the Brazilian Stock Market [PDF]
BAR: Brazilian Administration Review, 2016 This paper tests the validity of the Corwin-Schultz bid-ask spread estimator in the Brazilian stock market. The Corwin-Schultz estimator arises as an easy way to compute asymmetric information throughout daily high and low stock prices for estimating ...
Alexandre Ripamonti
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Analisis Variabel Akuntansi Kuartalan, Variabel Pasar, dan Arus Kas Operasi yang Mempengaruhi Bid-Ask Spread [PDF]
, 2005 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, T. (Tumirin)
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Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets [PDF]
Understanding the determinants of liquidity costs in agricultural futures markets is hampered by a need to use proxies for the bid-ask spread which are often biased, and by a failure to account for a jointly determined micro-market structure. We estimate
Frank, Julieta, Garcia, Philip
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The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic financial Market [PDF]
This paper presents an endogeneous model for the stochastic dynamics of the bid-ask spread of prices of nancial assets. The model is derived introducing an intermediary and inventory costs in the setting of equilibrium financial markets as described by ...
Matos, Joao Amaro de +1 more
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Survival Models for the Duration of Bid-Ask Spread Deviations
, 2014 Many commonly used liquidity measures are based on snapshots of the state of the limit order book (LOB) and can thus only provide information about instantaneous liquidity, and not regarding the local liquidity regime.
Panayi, Efstathios, Peters, Gareth
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The Effect of Bid-Ask Prices on Brazilian Options Implied Volatility: A Case Study of Telemar Call Options [PDF]
Although not explicitly reported, option traders on the Bovespa exchange pay an implicit bid-ask spread on each trade. Reported transaction prices that comprise the databases previously used to study the Brazilian options markets do not reflect actual ...
Claudio Henrique da Silveira Barbedo +1 more
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PENGARUH INTERNAL CONTROL, VOLATILITAS SAHAM, DAN VOLUME PERDAGANGAN TERHADAP BID-ASK SPREAD PADA PERUSAHAAN YANG TERDAFTAR DALAM INDEKS LQ45 TAHUN 2011-2015 [PDF]
, 2016 The purpose of this study is to examine the effect of internal control, stock volatility, and trading volume on bid-ask spread of companies listed in LQ45 index in the period of 2011 to 2015.
Ikramaturrabiah
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Jurnal Siasat Bisnis, 2011 The purpose of this research is to investigate the influence of transaction costs for the period of shareholding. This research is a replication of the Atkins and Dyl (1997).
Agus Zaenul Arifin, Tan Grace Tanzil
doaj +4 more sources