An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
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.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/20154 |
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| Institution: | Nanyang Technological University |
| Language: | English |