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The components of bid-ask spreads on the London Stock Exchange

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Author Info
Menyah, Kojo
Paudyal, Krishna

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File URL: http://www.sciencedirect.com/science/article/B6VCY-41BV8H8-3/2/05124f7ce167239dc94f23e4807bb373
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 24 (2000)
Issue (Month): 11 (November)
Pages: 1767-1785
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Handle: RePEc:eee:jbfina:v:24:y:2000:i:11:p:1767-1785

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  1. Andreas Andrikopoulos & Timotheos Angelidis, 2008. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach," Working Papers 0017, University of Peloponnese, Department of Economics. [Downloadable!]
  2. Timotheos Angelidis & Alexandros Benos, 2006. "Liquidity adjusted value-at-risk based on the components of the bid-ask spread," Applied Financial Economics, Taylor and Francis Journals, vol. 16(11), pages 835-851, July. [Downloadable!] (restricted)
  3. Timotheos Angelidis & Alexandros Benos, . "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics. [Downloadable!]
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This page was last updated on 2008-10-4.

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