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Title: An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
Authors: Chong, Wai Hoong.
Hew, Keong Chan.
Koh, Tze San.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 1997
Abstract: This paper examines the intraday pattems of bid-ask spreads of stocks in the Kuala Lumpur Stock Exchange (KLSE) and affirms whether the variables found to be determinants of bid-ask spreads in previously studies can also explain spreads in KLSE using a linear regression model.
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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