Alliance University, Bengaluru
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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 |
| Appears in Collections: | Articles to be qced |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Components of the Bid Ask Spread of Shares.pdf Restricted Access | 374.59 kB | Adobe PDF | View/Open Request a copy |
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