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Bid ask spread in a competitive market with institutions and order size

✍ Scribed by Malay K. Dey; Hossein Kazemi

Publisher
Springer US
Year
2007
Tongue
English
Weight
418 KB
Volume
30
Category
Article
ISSN
0924-865X

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Bid–ask spread and order size in the for
Bid–ask spread and order size in the foreign exchange market: an empirical investigation
✍ Liang Ding 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 108 KB

## Abstract This article empirically examines the relationship between order sizes and spreads in the foreign exchange (FX) market based on a FX dealer's quotes. It is found that spreads are independent of order sizes in the inter‐dealer market, but they are negatively correlated in the customer ma