References in periodicals archive ?
Enhancement of primary dealer system and primary market will be furthered via introduction of more stringent criteria such as narrower bid-asked spread requirement, better bidding performance and more intra-exchange trading activities.
I think the clearest case for [caring] is the collapse of the bid-asked spread," Whitcomb declares.
The S&P SmallCap 600 Index is comprised of 600 domestic stocks chosen by S&P on the basis of market size, liquidity, bid-asked spread, ownership, share turnover, number of no trade days and industry group representation.
The S& SmallCap 600 Index consists of 600 domestic stocks chosen for market size, industry group representation and liquidity, defined as bid-asked spread, ownership, share turnover and number of no trade days.
Hagerman, 1974, "Determinants of Bid-Asked Spreads in the Over-the-Counter Market," Journal of Financial Economics 1, 353-364.
Determinants of bid-asked spreads in the over-the-counter market", Journal of Financial Economics, 1 (December), pp.
Many financial markets turned illiquid, with wider bid-asked spreads and heightened price volatility, and issuance was disrupted in some private securities markets.
While average bid-asked spreads appeared to widen over this period, the average credit quality of the 250 most traded entities at the end of September remained at 'BBB-', showing relatively little movement since Fitch's last CDS roundup report.
The government securities market spans a wide range of securities, from the extremely liquid, so-called on-the-run Treasury securities, for which bid-asked spreads are razor-thin, to the more exotic and sometimes tailor-made hybrids and derivatives, for which a fair markup could be sizable.