Anatomy of Bid-Ask Spread Empirical Evidence from an Order-driven Market
Year of publication: |
2007-02-02
|
---|---|
Authors: | Wang, Ming-Chang ; Zu, Lon-Ping ; Kuo, Chau-Jung |
Institutions: | Money Macro and Finance Research Group |
Subject: | Market Microstructure | Order Strategy | Bid-Ask Spread | Adverse Selection Cost | Price Formation | Order Driven Market |
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