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The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange

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  • Ahn, Hee-Joon
  • Cai, Jun
  • Hamao, Yasushi
  • Ho, Richard Y. K.

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  • Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Ho, Richard Y. K., 2002. "The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 9(4), pages 399-430, November.
    • Handle: RePEc:eee:empfin:v:9:y:2002:i:4:p:399-430
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