haku: @journal_id 1678 / yhteensä: 40
viite: 8 / 40
| Tekijä: | Chung, K.H. Ness, R.A. van |
| Otsikko: | Order handling rules, tick size, and the intraday pattern of bid-ask spreads for Nasdaq stocks |
| Lehti: | Journal of Financial Markets
2001 : APR, VOL. 4:2, p. 143-161 |
| Asiasana: | |
| Vapaa asiasana: | INTRADAY VARIATION SPREADS TRADING COSTS |
| Kieli: | eng |
| Tiivistelmä: | In this study the authors perform a before-and-after analysis of intraday variation in bid-ask spreads surrounding two recent Nasdaq market reforms. They find that spreads declined significantly after the order handling rule changes and the magnitude of the decline is largest during midday. |
SCIMA