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

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

Links for this article

http://www.ingentaconnect.com/els/13864181/1999/00000002/00000002/art00009
http://openurl.ingenta.com/content?genre=article&issn=1386-4181&volume=2&issue=2&spage=179&epage=191
http://dx.doi.org/10.1016/S1386-4181(98)00009-3