Bid-ask spreads in foreign exchange markets: Implications for models of asymmetric information

被引:0
|
作者
Hsieh, DA [1 ]
Kleidon, AW [1 ]
机构
[1] DUKE UNIV,FUQUA SCH BUSINESS,DURHAM,NC 27705
关键词
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:41 / 71
页数:31
相关论文
共 50 条
  • [21] Competition, market structure, and bid-ask spreads in stock option markets
    Mayhew, S
    JOURNAL OF FINANCE, 2002, 57 (02): : 931 - 958
  • [22] Explaining the bid-ask spread in the foreign exchange market: A test of alternate models
    Treepongkaruna, Sirimon
    Brailsford, Tim
    Gray, Stephen
    AUSTRALIAN JOURNAL OF MANAGEMENT, 2014, 39 (04) : 573 - 591
  • [23] By Bid-Ask Spreads towards Competitive Equilibrium
    Flam, Sjur Didrik
    JOURNAL OF CONVEX ANALYSIS, 2023, 30 (03) : 937 - 950
  • [24] THE EFFECTS OF STOCK SPLITS ON BID-ASK SPREADS
    CONROY, RM
    HARRIS, RS
    BENET, BA
    JOURNAL OF FINANCE, 1990, 45 (04): : 1285 - 1295
  • [25] ON THE ESTIMATION OF BID-ASK SPREADS - THEORY AND EVIDENCE
    CHOI, JY
    SALANDRO, D
    SHASTRI, K
    JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1988, 23 (02) : 219 - 230
  • [26] Determinants and information content of intraday bid-ask spreads: Evidence from Chinese commodity futures markets
    Liu, Qingfu
    Hua, Renhai
    An, Yunbi
    PACIFIC-BASIN FINANCE JOURNAL, 2016, 38 : 135 - 148
  • [27] TRADING NOISE, ADVERSE SELECTION, AND INTRADAY BID-ASK SPREADS IN FUTURES MARKETS
    MA, CK
    PETERSON, RL
    SEARS, RS
    JOURNAL OF FUTURES MARKETS, 1992, 12 (05) : 519 - 538
  • [28] Foreign exchange markets, behavior of options volatility and bid-ask spread around macroeconomic announcements
    Ishfaq, Muhammad
    Arshad, Muhammad Usman
    Durrani, Muhammad Kashif
    Ashraf, Muhammad Saleem
    Qammar, Ahmad
    COGENT ECONOMICS & FINANCE, 2022, 10 (01):
  • [29] Asymmetric responses of ask and bid quotes to information in the foreign exchange market
    Chen, Yu-Lun
    Gau, Yin-Feng
    JOURNAL OF BANKING & FINANCE, 2014, 38 : 194 - 204
  • [30] Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
    McGroarty, Frank
    ap Gwilym, Owain
    Thomas, Stephen
    GLOBAL FINANCE JOURNAL, 2006, 17 (01) : 23 - 49