Does Bid-Ask Spread Affect Trading in Exchange Operated Dark Pool? – Evidence From a Natural Experiment

2019 ◽  
Author(s):  
Huu Nhan Duong ◽  
Petko S. Kalev ◽  
Xiao Tian
Keyword(s):  
Natural Experiment ◽  
Bid Ask Spread ◽  
Dark Pool

Getting the Measure of Twins

2018 ◽  
Author(s):  
William Viney
Keyword(s):  
Environmental Effects ◽  
Natural Experiment ◽  
Human Genetics ◽  
Scientific Research ◽  
Identical Twin ◽  
Social Scientists ◽  
Modern Biology ◽  
Stephen Jay Gould

Stephen Jay Gould, the biologist and author, once joked that were he an identical twin raised separately from his brother they could ‘hire ourselves out to a host of social scientists and practically name our fee’. In order to monetise Gould’s fantasy, one would want a form of twinship that could operate according to evidential, experimental, somatic and circumstantial ideals. And Gould admits that he and his brother would need to be viewed as ‘the only really adequate natural experiment for separating genetic from environmental effects in humans’. This chapter seeks to interrogate the evidential and experimental circumstances that may underpin the comic quips that guide modern biology. In human genetics, twins are used as experimental bodies that are made to matter in particular ways and for particular people; they become newly ‘animate’ for being enrolled into scientific research. Raised in cultures assumed to be alike or dissimilar, isolated by researchers for being valuable in the measured disentanglement of assembled molecular agents (which are sometimes distinguished from an assemblage referred to as an ‘environment’), twins achieve a status of experimental significance not just for what they do but also for what they are taken to be.

Uji Komparasi Abnormal Return, Trading Volume, Trading Frequency, Dan Bid-Ask Spread Sebelum Dan Sesudah Share Split

2016 ◽  
Vol 8 (2) ◽  
pp. 24-45
Author(s):  
Tania Hayu Safira ◽  
Febryanti Simon
Keyword(s):  
Abnormal Return ◽  
Trading Volume ◽  
Stock Exchange ◽  
Distributed Data ◽  
Trading Frequency ◽  
Bid Ask Spread ◽  
Analysis Technique ◽  
Before And After ◽  
Test Of Hypothesis ◽  
Kolmogorov Smirnov

This study is event study that was conduct to examine the differences of abnormal return, trading volume, trading frequency and bid-ask spread before and after the events of share split. The object of this research is the companies that did share split and listed in Indonesia Stock Exchange in 2008 - 2015. The samples are 30 companies chosen by purposive sampling method. The criteria are the company did not do corporate action right issue, pre-emptive rights, a share dividend and bonus shares in the same year with share split. Event window used in this study was 30 days consisting of 15 days before and 15 days after the share split. Data analysis technique begins with a test of normality using Kolmogorov – Smirnov and transform for unnormally distributed data. Then, test of hypothesis using Paired t – test to compare the differences before and after share split. The results of this study showed that volume trading activity and trading frequency had significant differences before and after the share split. While, variable abnormal return and bid-ask spread had not significant differences before and after the share split. Keywords: Abnormal return, bid-ask spread, share split, trading frequency, trading volume.

Decomposing the Bid-Ask Spread of Stock Options: A Trade and Risk Indicator Model

2007 ◽  
Author(s):  
Laurie Prather ◽  
David Michayluk ◽  
Li-Anne Elizabeth Woo ◽  
Henry Yip
Keyword(s):  
Stock Options ◽  
Risk Indicator ◽  
Bid Ask Spread ◽  
Indicator Model
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