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Showing 1 to 2 of 2 for “"Bid-ask spread components"”.

  1. The components of the bid-ask spread: evidence from the corn futures market

    Shang, QuanbiaoUniversity of Illinois at Urbana-Champaign2016

    The student, Quanbiao Shang, accepted the attached license on 2016-04-26 at 12:56.

    uiuc Repository record

  2. An Econometric Analysis of the TOCOM Energy Futures: Volatility, Trading Activity & Market Microstructure

    Huang, C.-Y.City, University of London2017

    … of TOCOM by analysing the determinants of bid-ask spread components, and examine the asymmetric impact of sell-initiated and negative-return trading volume on bid-ask spread. It is evident that trading volume and volatility are two important determinants of BAS, and sell-initiated …

    city-london Repository record