مرکز منطقه ای اطلاع رساني علوم و فناوري - The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange

Title of article :

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

Author/Authors :

Hee-Joon Ahn، نويسنده , , Jun Cai، نويسنده , , Yasushi Hamao، نويسنده , , Richard Y. K. Ho، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2002

Pages :

From page :

399

To page :

430

Keywords :

Bid–ask spread , Order-processing cost , Trade size , Adverse selection cost

Journal title :

Journal of Empirical Finance

Serial Year :

2002

Journal title :

Journal of Empirical Finance

Record number :

130720

Link To Document :