Estimation of the Bid-ask Spread and Its Components

Estimation of the Bid-ask Spread and Its Components
Author: Thomas John George
Publisher:
Total Pages: 68
Release: 1991
Genre: Securities
ISBN:


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Estimation of the Bid-ask Spread and Its Components
Language: en
Pages: 68
Authors: Thomas John George
Categories: Securities
Type: BOOK - Published: 1991 - Publisher:

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Estimation of Bid-Ask Spread and Its Components in Indian Stock Market Using Trade Prices
Language: en
Pages: 51
Authors: Priyanka Singh
Categories:
Type: BOOK - Published: 2013 - Publisher:

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In the absence of order-book data and limited information on quoted bid-ask spreads in the Indian stock market, this paper attempts to analyze the bid-ask sprea
Determinants of the Components of Bid-Ask Spreads on Stocks
Language: en
Pages:
Authors: Sung-Hun Kim
Categories:
Type: BOOK - Published: 1998 - Publisher:

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In this paper we show that George, Kaul and Nimalendran's (GKN) estimators of the adverse selection and order processing cost components of the bid-ask spread a
Derivatives and Hedge Funds
Language: en
Pages: 416
Authors: Stephen Satchell
Categories: Science
Type: BOOK - Published: 2016-05-18 - Publisher: Springer

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Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised
The Bid-Ask Spread's Cost Components
Language: en
Pages:
Authors: Steven V. Mann
Categories:
Type: BOOK - Published: 1998 - Publisher:

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We develop and test a model that provides improved estimates of the bid-ask spread's cost components: order processing, adverse selection, and inventory control