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Determinants of bid-asked spreads in the over-the-counter market

โœ Scribed by George J. Benston; Robert L. Hagerman


Book ID
116126438
Publisher
Elsevier Science
Year
1974
Tongue
English
Weight
804 KB
Volume
1
Category
Article
ISSN
0304-405X

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๐Ÿ“œ SIMILAR VOLUMES


The determinants of bid-ask spreads in t
โœ Ding, David K. ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 232 KB ๐Ÿ‘ 2 views

This paper investigates and analyzes the intraday and daily determinants of bid-ask spreads (BASs) in the foreign exchange futures (FXF) market. It is found that the number of transactions and the volatility of FXF prices are the major determinants. The number of transactions is negatively related t