The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange
Author:
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2007.00416.x/fullpdf
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3. Bid-ask spreads, informed investors, and the firm's financial condition;Agrawal;The Quarterly Review of Economics and Finance,2004
4. The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange;Ahn;Journal of Empirical Finance,2002
5. The accuracy of the tick test: evidence from the Australian stock exchange;Aitken;Journal of Banking & Finance,1996
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