The components of the bid-ask spread in a limit-order market : evidence from the Tokyo Stock Exchange
Year of publication: |
2002
|
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Authors: | Ahn, Hee-joon ; Cai, Jun ; Hamao, Yasushi ; Ho, Richard Yan-ki |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 9.2002, 4, p. 399-430
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Adverse Selektion | Adverse selection | Handelsvolumen der Börse | Trading volume | Japan |
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