Determinants of bid/ask spread in an emerging African stock market (Record no. 11587)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00905npc a2200169Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2013 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 332.6322 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | SEETANAH, BOOPEN |
| 245 ## - TITLE STATEMENT | |
| Title | Determinants of bid/ask spread in an emerging African stock market |
| Remainder of title | A dynamic panel data framework |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2013 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 803-816 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This paper investigates the determinants of the bid-ask spread on the stock exchange of Mauritius using the dynamic generalised methods of moments (GMM) panel data techinques. Specifying a spread equation and using data for the 38 companies listedon the SEM over the period 4th January to 30th April 2009. We found that the bid ask spread is determined by itslagged and is thus of a dynamic nature, adjusting to a target. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | STOCK MARKET |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | ROJID, SAWKUT |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P14686 |
| Note | M |
| Host Itemnumber | 30790 |
| Host Biblionumber | 11192 |
| Title | FINANCE INDIA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.