An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.

• المؤلفون الرئيسيون: Chong, Wai Hoong., Hew, Keong Chan., Koh, Tze San.
• مؤلفون آخرون: Lau, Sie Ting
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/20154
• المؤسسة: Nanyang Technological University

This paper examines the intraday pattems of bid-ask spreads of stocks in the Kuala Lumpur Stock Exchange (KLSE) and affirms whether the variables found to be determinants of bid-ask spreads in previously studies can also explain spreads in KLSE using a linear regression model.