How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market
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- Jan Hanousek & Richard Podpiera, 2001. "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance 0012003, University Library of Munich, Germany.
References listed on IDEAS
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Cited by:
- Randall K. Filer & Jan Hanousek, 2002.
"Data Watch: Research Data from Transition Economies,"
Journal of Economic Perspectives, American Economic Association, vol. 16(1), pages 225-240, Winter.
- Randall K. Filer & Jan Hanousek, 2001. "Data Watch: Research Data from Transition Economies," William Davidson Institute Working Papers Series 416, William Davidson Institute at the University of Michigan.
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More about this item
Keywords
market microstructure; informed trading; bid-ask spread; adverse selection;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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