Determinants of bid/ask spread in an emerging African stock market
SEETANAH, BOOPEN
Determinants of bid/ask spread in an emerging African stock market A dynamic panel data framework - 2013 - 803-816
This paper investigates the determinants of the bid-ask spread on the stock exchange of Mauritius using the dynamic generalised methods of moments (GMM) panel data techinques. Specifying a spread equation and using data for the 38 companies listedon the SEM over the period 4th January to 30th April 2009. We found that the bid ask spread is determined by itslagged and is thus of a dynamic nature, adjusting to a target.
STOCK MARKET
332.6322
Determinants of bid/ask spread in an emerging African stock market A dynamic panel data framework - 2013 - 803-816
This paper investigates the determinants of the bid-ask spread on the stock exchange of Mauritius using the dynamic generalised methods of moments (GMM) panel data techinques. Specifying a spread equation and using data for the 38 companies listedon the SEM over the period 4th January to 30th April 2009. We found that the bid ask spread is determined by itslagged and is thus of a dynamic nature, adjusting to a target.
STOCK MARKET
332.6322