The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange

C-Tier
Journal: Journal of Empirical Finance
Year: 2002
Volume: 9
Issue: 4
Pages: 399-430

Authors (4)

Ahn, Hee-Joon (not in RePEc) Cai, Jun (not in RePEc) Hamao, Yasushi Ho, Richard Y. K. (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

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

Technical Details

RePEc Handle
repec:eee:empfin:v:9:y:2002:i:4:p:399-430
Journal Field
Finance
Author Count
4
Added to Database
2026-02-08