Bid‐ask Spreads, Trading Volume and Volatility: Intra‐day Evidence from the London Stock Exchange

• 1 April 1997
• journal article
• Published by Wiley in Journal of Business Finance & Accounting
• Vol. 24  (3) , 343-362
• https://doi.org/10.1111/1468-5957.00108

Abstract

Keywords

• MARKET MICROSTRUCTURE
• INTRA-DAY PATTERNS
• SEASONALITIES
• EQUITY MARKETS
• TRANSACTIONS DATA

All Related Versions

• Version 1, RePEc (Unconfirmed version)