Explaining the intra-day variation in the bid-ask spread in competitive dealership markets - A research note
Authors: Levin E.J.; Wright R.E.1
Source: Journal of Financial Markets, Volume 2, Number 2, May 1999 , pp. 179-191(13)
Publisher: Elsevier
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Keywords: [JEL classification codes] G1; Bid-ask spread; Competitive dealership markets
Language: English
Document Type: Research article
DOI: 10.1016/S1386-4181(98)00009-3
Affiliations: 1: aDepartment of Economics University of Stirling, Stirling, Scotland FK9 4LA, UK
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