The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
| Year of publication: |
2002
|
|---|---|
| Authors: | Ahn, Hee-Joon ; Cai, Jun ; Hamao, Yasushi ; Ho, Richard Y. K. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 9.2002, 4, p. 399-430
|
| Publisher: |
Elsevier |