The effect of decimalization on the components of the bid-ask spread

Journal of Financial Intermediation

Volumn 12, Issue 2, 2003, Pages 121-148

  Gibson, Scott ^a   Singh, Rajdeep ^b   Yerramilli, Vijay ^b  

^a Cornell University ^*  (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Bid ask spread components; Decimalization; Market maker rents

Indexed keywords

EID: 17544365112     PISSN: 10429573     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-9573(03)00017-2     Document Type: Article

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