| 000 | 00905npc a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 140613s2013 xx 000 0 und d | ||
| 060 | _a332.6322 | ||
| 100 | _aSEETANAH, BOOPEN | ||
| 245 |
_aDeterminants of bid/ask spread in an emerging African stock market _bA dynamic panel data framework |
||
| 260 | _c2013 | ||
| 300 | _a803-816 | ||
| 520 | _aThis 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 | _aSTOCK MARKET | ||
| 700 | _aROJID, SAWKUT | ||
| 773 |
_oP14686 _nM _930790 _011192 _tFINANCE INDIA |
||
| 942 |
_2ddc _cARTCL |
||
| 999 |
_c11587 _d11587 |
||