Economics, Econometrics and Finance
8 years ago

Higher bid-ask spreads in Tunis Stock Market signal less liquidity.

Business and Economic Research
Stock Market Liquidity Measurement via the Bid-Ask Spread: Tunis Stockmarket
Mosbeh Hsini, Mohamed Mosbahi

Paper Summary

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The study looked at how the bid-ask spread in the Tunis stock market can show how liquid the market is. The researchers used the Stoll Model to analyze data from January 2005 to January 2012. They found that when the bid-ask spread is higher, the market is less liquid.