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Keywords: Bid offer spreads
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Journal Articles
Spread decomposition with common spread components
Available to Purchase
International Journal of Managerial Finance (2010) 6 (2): 88–115.
Published: 06 April 2010
... at: t.henker@unsw.edu.au © Emerald Group Publishing Limited 2010 Bid offer spreads Financial markets Securities We develop a spread decomposition model that incorporates these finance fundamentals. The theoretical model decomposes spreads into a market wide buying and selling pressure...
Journal Articles
An examination of the Australian Stock Exchange and Australian Financial Review's fair values
Available to Purchase
International Journal of Managerial Finance (2007) 3 (3): 306–312.
Published: 03 July 2007
... Bid offer spreads Australia The Australian Stock Exchange (ASX) provides so‐called fair values for exchange‐traded options listed on ASX Derivatives. These values are reported daily in Australia's leading financial newspaper – the Australian Financial Review. As detailed on the ASX...
