Pan, Aritra; Misra, Arun Kumar - In: Cogent economics & finance 9 (2021) 1, pp. 1-23
Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets … present study attempts to articulate the validity of low-frequency determinants of the bid-ask spread in high … cannot decrease the bid-ask spread. Explanatory variables are all significant and show different impacts in different market …