Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20154
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.
URI: http://hdl.handle.net/10356/20154
Rights: NANYANG TECHNOLOGICAL UNIVERSITY
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

Files in This Item:
File Description SizeFormat 
Chong Wai Hoong.pdf
  Restricted Access
6.83 MBAdobe PDFView/Open

Page view(s) 50

327
Updated on Nov 30, 2020

Download(s) 50

1
Updated on Nov 30, 2020

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.