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
32
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