How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market
Year of publication: |
2001-02-05
|
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Authors: | Hanousek, Jan ; Podpiera, Richard |
Institutions: | EconWPA |
Subject: | market microstructure | informed trading | bid-ask spread | adverse selection |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Acrobat PDF; pages: 36 ; figures: included 36 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market
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