Informed trading and the bid-ask spread: evidence from an emerging market.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985998%3A_____%2F03%3A44033025" target="_blank" >RIV/67985998:_____/03:44033025 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11640/03:00004423
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Informed trading and the bid-ask spread: evidence from an emerging market.
Original language description
The bid-ask spread affects significantly the performance of financial markets. We explore the impact of informed trading on the composition of the bid-ask spread in high frequency data from the Czech equity market, which has been plagued by informed trading due to insufficient regulation and missing institutions.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/ME%20595" target="_blank" >ME 595: Have Transition Economies Become More Efficient? Evidence from Russian and Czech Panel Data</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Comparative Economics
ISSN
0147-5967
e-ISSN
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Volume of the periodical
31
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
22
Pages from-to
275-296
UT code for WoS article
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EID of the result in the Scopus database
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