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Information Journal Paper

Title

THE SURVEY ON BID-ASK SPREAD IN TEHRAN STOCK EXCHANGE

Pages

  13-38

Abstract

 Numerous studies have been carried out on market microstructure recently. One of the most important components of market microstructure is BID-ASK SPREAD. The main goal of this paper is to review the relationship between FINANCIAL INFORMATION and BID-ASK SPREAD in Tehran Stock Exchange. Therefore 156 sample firms whose required data for a three-year period was available are selected. Then information about 8 independent variables is collected and BID-ASK SPREAD was also computed as dependent variable. Simple and multiple regression techniques were used to examine the hypotheses. Significance of models is examined by T and F statistics. The conclusions account for the independent variables that are employed in the paper measuring more than fifty one percent of variation changes in BID-ASK SPREAD.

Cites

References

Cite

APA: Copy

AHMAD POUR, A., & RASAEIAN, A.. (2006). THE SURVEY ON BID-ASK SPREAD IN TEHRAN STOCK EXCHANGE. JOURNAL OF THE FACULTY OF HUMANITIES AND SOCIAL SCIENCES, 6(20), 13-38. SID. https://sid.ir/paper/382690/en

Vancouver: Copy

AHMAD POUR A., RASAEIAN A.. THE SURVEY ON BID-ASK SPREAD IN TEHRAN STOCK EXCHANGE. JOURNAL OF THE FACULTY OF HUMANITIES AND SOCIAL SCIENCES[Internet]. 2006;6(20):13-38. Available from: https://sid.ir/paper/382690/en

IEEE: Copy

A. AHMAD POUR, and A. RASAEIAN, “THE SURVEY ON BID-ASK SPREAD IN TEHRAN STOCK EXCHANGE,” JOURNAL OF THE FACULTY OF HUMANITIES AND SOCIAL SCIENCES, vol. 6, no. 20, pp. 13–38, 2006, [Online]. Available: https://sid.ir/paper/382690/en

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