Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20154
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dc.contributor.authorChong, Wai Hoong.en_US
dc.contributor.authorHew, Keong Chan.en_US
dc.contributor.authorKoh, Tze San.en_US
dc.date.accessioned2009-12-14T08:25:59Z-
dc.date.available2009-12-14T08:25:59Z-
dc.date.copyright1997en_US
dc.date.issued1997-
dc.identifier.urihttp://hdl.handle.net/10356/20154-
dc.description.abstractThis 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.en_US
dc.format.extent76 p.en_US
dc.language.isoen-
dc.rightsNANYANG TECHNOLOGICAL UNIVERSITYen_US
dc.subjectDRNTU::Business::Finance::Stock exchanges-
dc.titleAn analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.en_US
dc.typeThesisen_US
dc.contributor.supervisorLau, Sie Tingen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeMaster of Business Administration (Banking & Finance)en_US
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