Asymmetric information and the bid-ask spread: An empirical comparison between automated order execution and open outcry auction

Journal of International Financial Markets, Institutions and Money

Volumn 9, Issue 2, 1999, Pages 115-128

  Wang, Jianxin ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Bid ask spread; Information asymmetry; Trading mechanism

Indexed keywords

EID: 0033112729     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(99)00002-5     Document Type: Article

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