Pengaruh Harga Saham, Volume Perdagangan Saham Dan Varian Return Terhadap Bid Ask Spread Di Seputar Pengumuman Stock Split (Studi Pada Perusahaan Yang Listing Di Bursa Efek Indonesia Periode Tahun 2005-2011) [PDF]
, 2013 Knowledge of the bid ask spread is very necessary for investors especially who wish to achieve capital gains. As capital market participants, dealers are always trying to determine the bid ask spread is reasonable to consider certain events or other ...
Shobriati, I. (Ikrima)
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PENGARUH HARGA SAHAM, VOLUME PERDAGANGAN DAN UKURAN PERUSAHAAN TERHADAP BID-ASK SPREAD PADA PERUSAHAAN FOOD AND BEVERAGE YANG TERDAFTAR DI BURSA EFEK INDONESIA [PDF]
Penelitian ini bertujuan untuk mengetahui pengaruh harga saham, volume perdagangan, dan ukuran perusahaan terhadap bid-ask spread pada perusahaan food and beverage yang terdaftar di Bursa Efek Indonesia periode 2010-2012.
Anggraini, Viri +2 more
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E-Jurnal Manajemen, 2016 Tujuan penelitian ini adalah untuk menguji pengaruh bid-ask spread, market value, risk of return, dan dividend payout ratio (DPR) terhadap holding period pada indeks saham LQ45 selama periode 2012-2014.
Ernawati Ernawati +2 more
doaj
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange [PDF]
We analyze the components of the bid-ask spread in the Athens Stock Exchange (ASE), which was recently characterized as a developed market. For large and medium capitalization stocks, we estimate the adverse selection and the order handling component of ...
Alexandros Benos, Timotheos Angelidis
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Adverse Selection and Re-Trade [PDF]
, 2003 An important feature of financial markets is that securities are traded repeatedly by asymmetrically informed investors. We study how current and future adverse selection affect the required return.
Garleanu, Nicolae, Pedersen, Lasse Heje
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Minimum tick size, market quality and costs of trade execution in Vietnam. [PDF]
PLoS One, 2023 Vo DH, Doan B.
europepmc +1 more source
Market Illiquidity and the Bid-Ask Spread of Derivatives [PDF]
This paper analyzes the impact of illiquidity of a stock on the pricing of derivatives. In particular, it is shown how illiquidity generates a bid-ask spread in an option on this stock, even in the absence of other imperfections, such as transaction ...
Antao, Paula, Matos, Joao Amaro de
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Relationship between information asymmetry and cost of capital [PDF]
Management Science Letters, 2013 Shareholders expected return is normally impacted by informational risk and informational asymmetry, on the other hand, creates informational risk. Thus, investors demand greater risk premium in the case of informational asymmetry and in turn corporate ...
Fateme Rahmani, Hosein Kazemi
doaj
Alternative Market Structures for Derivatives [PDF]
In this paper, we compare option contracts from a traditional derivatives exchange to bank-issued options, also referred to as covered warrants, whose markets have grown rapidly around the world in recent years.
Frank R. Fehle, Sohnke M. Bartram
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Modelling the Intraday Return Volatility Process In The Australian Equity Market: An Examination Of The Role Of Information Arrival In S&P/Asx 50 Stocks [PDF]
This paper examines the intraday return volatility process in Australian company stocks. The data set employed consists of five-minute returns, trading volumes and bid-ask spreads over the period 31 December 2002 to 4 March 2003 for the fifty national ...
Andrew C. Worthington, Helen Higgs
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