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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Bibliographic Details
Main Authors:	Chong, Wai Hoong., Hew, Keong Chan., Koh, Tze San.
Other Authors:	Lau, Sie Ting
Format:	Theses and Dissertations
Language:	English
Published:	2009
Subjects:	DRNTU::Business::Finance::Stock exchanges
Online Access:	http://hdl.handle.net/10356/20154
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Institution:	Nanyang Technological University
Language:	English

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spelling	sg-ntu-dr.10356-201542024-01-12T10:29:21Z An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities. Chong, Wai Hoong. Hew, Keong Chan. Koh, Tze San. Lau, Sie Ting Nanyang Business School DRNTU::Business::Finance::Stock exchanges 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. Master of Business Administration (Banking & Finance) 2009-12-14T08:25:59Z 2009-12-14T08:25:59Z 1997 1997 Thesis http://hdl.handle.net/10356/20154 en NANYANG TECHNOLOGICAL UNIVERSITY 76 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Stock exchanges
spellingShingle	DRNTU::Business::Finance::Stock exchanges Chong, Wai Hoong. Hew, Keong Chan. Koh, Tze San. An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
description	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.
author2	Lau, Sie Ting
author_facet	Lau, Sie Ting Chong, Wai Hoong. Hew, Keong Chan. Koh, Tze San.
format	Theses and Dissertations
author	Chong, Wai Hoong. Hew, Keong Chan. Koh, Tze San.
author_sort	Chong, Wai Hoong.
title	An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
title_short	An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
title_full	An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
title_fullStr	An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
title_full_unstemmed	An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
title_sort	analysis of intraday patterns in bid-ask spreads for kuala lumpur stock exchange securities.
publishDate	2009
url	http://hdl.handle.net/10356/20154
_version_	1789483167859605504

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

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