The components of bid-ask spreads on the London Stock Exchange

B-Tier

Journal: Journal of Banking & Finance

Year: 2000

Volume: 24

Issue: 11

Pages: 1767-1785

Authors (2)

Menyah, Kojo (not in RePEc) Paudyal, Krishna (University of Strathclyde)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count