Determinants of the components of bid-ask spreads on stocks

European Financial Management

Volumn 2, Issue 1, 1996, Pages 127-145

  Kim, Sung Hun ^a   Ogden, Joseph P ^a  

^a UNIVERSITY AT BUFFALO   (United States)

Author keywords

Adverse selection cost; Bid ask spread; D82; G14; Microstructure; Order processing cost; Specialist

Indexed keywords

EID: 0038461520     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.1996.tb00032.x     Document Type: Article

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