Tag Archives: individual stock liquidity

Is their any empirical study which proves there is some correlation between individual stock liquidity & bid ask spread.

Is their any empirical study which proves there is some correlation between individual stock liquidity & bid ask spread.

 

• Please see “On the Estimation of Bid-Ask spreads: Theory and Evidence” (Choi, Salandro and Shastri, 1988). This is what we do. If you need help on your research or some insights into what we’ve found in our own research,

 

 

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