Bid ask spread in a competitive market with institutions and order size
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 30 (2008)
Issue (Month): 4 (May)
Contact details of provider:
Web page: http://springerlink.metapress.com/link.asp?id=102990
Information asymmetry; Sequential equilibrium; Order size; Security price; Bid-ask spread; Institutions; G10; G14;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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