Add to ORKG65 p.The microstructure of the Kuala Lumpur Stock Exchange (KLSE) is analysed using Telekom Malaysia stock as a proxy. The intraday data of a period of two months is examined for patterns in the returns, trading volume and bid-ask spread behaviour. The bid-ask spread is also tested for its relevant determinants. Results provided evidence to support that the KLSE (given the Telekom proxy) have some bid-ask spread patterns that are similar to that of the NYSE (as asserted by past literature). Transactions frequency, risk and price are found to be significant determinants of the bid-ask spread. The time interval between 10:45 am & 11:00 am (of the trading day) is the only time period tested that has an observable relationship with the spread....
This paper presents an empirical study on the intraday trading behavior of Hang Seng Index constitue...
This paper analyzes the intra-day relationship between bid-ask spreads and “market ” return volatili...
This paper empirically examines the relationship between stock return volatility, trading volume and...
65 p.The microstructure of the Kuala Lumpur Stock Exchange (KLSE) is analysed using Telekom Malaysia...
This paper examines the intraday pattems of bid-ask spreads of stocks in the Kuala Lumpur Stock Exch...
The behavior of time‐weighted bid‐ask spreads over the trading day are examined. The plot of minute‐...
We study the intraday behavior of bid-ask spreads for actively traded CBOE options and for their NYS...
The microstructure of stock markets and futures markets has attracted considerable recent attention,...
This study contains three sections which focus on the bid-ask spread and return behavior on the Taiw...
Using transactions data for a sample of NYSE stocks, we decompose the bid-ask spread (BAS) into orde...
This article examines the intraday pattern of bid-ask spreads among NASDAQ stocks. We find that spre...
This article examines the intraday pattern of bid-ask spreads among NASDAQ stocks. We find that spre...
The purpose of this report is to give an insight to the determinants of bid-ask spreads and the char...
Prior research documents an elevation in bid-ask spreads at the open and close of trading in futures...
[[abstract]]Using a sophisticated tool of the Periodic-Generalized Autoregressive Conditional Hetero...
This paper presents an empirical study on the intraday trading behavior of Hang Seng Index constitue...
This paper analyzes the intra-day relationship between bid-ask spreads and “market ” return volatili...
This paper empirically examines the relationship between stock return volatility, trading volume and...
65 p.The microstructure of the Kuala Lumpur Stock Exchange (KLSE) is analysed using Telekom Malaysia...
This paper examines the intraday pattems of bid-ask spreads of stocks in the Kuala Lumpur Stock Exch...
The behavior of time‐weighted bid‐ask spreads over the trading day are examined. The plot of minute‐...
We study the intraday behavior of bid-ask spreads for actively traded CBOE options and for their NYS...
The microstructure of stock markets and futures markets has attracted considerable recent attention,...
This study contains three sections which focus on the bid-ask spread and return behavior on the Taiw...
Using transactions data for a sample of NYSE stocks, we decompose the bid-ask spread (BAS) into orde...
This article examines the intraday pattern of bid-ask spreads among NASDAQ stocks. We find that spre...
This article examines the intraday pattern of bid-ask spreads among NASDAQ stocks. We find that spre...
The purpose of this report is to give an insight to the determinants of bid-ask spreads and the char...
Prior research documents an elevation in bid-ask spreads at the open and close of trading in futures...
[[abstract]]Using a sophisticated tool of the Periodic-Generalized Autoregressive Conditional Hetero...
This paper presents an empirical study on the intraday trading behavior of Hang Seng Index constitue...
This paper analyzes the intra-day relationship between bid-ask spreads and “market ” return volatili...
This paper empirically examines the relationship between stock return volatility, trading volume and...