Bid ask spread in a competitive market with institutions and order size
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- Malay Dey & B. Radhakrishna, 2015. "Informed trading, institutional trading, and spread," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 288-307, April.
More about this item
KeywordsInformation asymmetry; Sequential equilibrium; Order size; Security price; Bid-ask spread; Institutions; G10; G14;
- 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
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