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DETERMINANTS OF THE COMPONENTS OF THE BIDASK SPREAD ON THE LSE
- Quote driven (obligatory market making) to order driven e.g FTSE100 stocks. Quote driven to hybrid e.g FTSE250 stocks. GENERIC RESEARCH QUESTION ...
Quote driven (obligatory market making) to order driven e.g FTSE100 stocks. Quote driven to hybrid e.g FTSE250 stocks. GENERIC RESEARCH QUESTION ...
| PowerPoint PPT presentation | free to view
BidAsk Spreads: A Comparative Analysis
- Apply models of spread to compare costs/benefits of different trading structures ... Jameson and Wilhelm (1992) - absolute quoted spread function of: ...
Apply models of spread to compare costs/benefits of different trading structures ... Jameson and Wilhelm (1992) - absolute quoted spread function of: ...
| PowerPoint PPT presentation | free to view
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