Publication:

Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange (2004)

Author(s): Cai C; Hudson R; Keasey K

      • Date: 08-07-2004
      • Journal: Journal of Business Finance and Accounting
      • Volume: 31
      • Issue: 5-6
      • Pages: 647-767
      • Publisher: Wiley-Blackwell Publishing Ltd.
      • Publication type: Article
      • Bibliographic status: Published
      Staff

      Professor Robert Hudson
      Professor of Finance