The intraday bid ask spread behaviour of the JPY USD exchange


Ask exchange JPY of The behaviour intraday USD the bid spread


We find that the exchange rate behavour both significantly and positively affects the bid-ask spreads, while the number of deals and quotation changes negatively affect beuaviour bid-ask spreads. These results are similar to those of past studies. JavaScript is disabled on your browser. Please enable JavaScript to use all the features on this page. This page uses JavaScript to progressively load the article content as a user scrolls.

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The intraday bid ask spread behaviour of the JPY USD exchange

The intraday bid ask spread behaviour of the JPY USD exchange


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