An analysis of intraday patterns in bid-ask spreads for Kuala Lumpur Stock Exchange Securities.
Chong, Wai Hoong.
Hew, Keong Chan.
Koh, Tze San.
Date of Issue1997
College of Business (Nanyang Business School)
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.
NANYANG TECHNOLOGICAL UNIVERSITY