Trading Mechanisms and the Components of the Bid‐Ask Spread

  • Author(s): JOHN AFFLECK‐GRAVES, SHANTARAM P. HEGDE, ROBERT E. MILLER
  • Published: Apr 30, 2012
  • Pages: 1471-1488
  • DOI: 10.1111/j.1540-6261.1994.tb02462.x

ABSTRACT

We compare the relative magnitudes of the components of the bid‐ask spread for New York Stock Exchange (NYSE)/American Stock Exchange (AMEX) stocks to those of National Association of Securities Dealers Automated Quotations (NASDAQ)/National Market System (NMS) stocks. We find that the order‐processing cost component is smaller, and the adverse selection component is greater on the NYSE/AMEX trading systems than on the NASDAQ/NMS system. The inventory holding component is also greater for exchange‐traded stocks than for NASDAQ/NMS stocks, but this may be attributable to differences in the characteristics of the firms whose stocks trade on the respective systems.

Jump to menu

Main Navigation

Search the Site

Search Keywords

Members' Login

Credentials

Members' Options

Site Footer

View Mobile Version