Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/14551
Title: Components of the Bid Ask Spread of Shares Traded at the National Stock Exchanse of India - Analysis of Select Industries
Authors: A. Geetha
Keywords: Adverse Selection Cost
Order Processing Cost
Liquidity
Issue Date: 2014
Publisher: Journal of Accounting and Finance
Abstract: The components of the Bid Ask spread are calculated for a sample of 200 shares traded on the National Stock Exchange of India. These sample of shares belong to two sectors- the services sector and the manufacturing sector, each having 10 companies. The analysis was done for a period of three months from October 2014 to December 2014. The Madhavan Richardson and Roomans model was used in the study. It was found that the Adverse Selection Cost and the Order Processing Cost are almost similar for the two sectors. No particular distinction has been made between the two sectors.
URI: http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/14551
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