The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange

By Hee-Joon Ahn, Jun Cai, Yasushi Hamao, R. Ho. 2002

119 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2a1993d5773f3db685cbc762426fb9d724d08324