Business, Management and Accounting
3 years ago

Bid-Ask Spread Impacts Price Reversal at Indonesia Stock Exchange.

SSRN Electronic Journal
The Effect of Bid-Ask Spread, Firm Size, and Liquidity on Price Reversal Phenomenon
Rowland Bismark Pasaribu

Paper Summary

The study looked at how bid-ask spread, firm size, and liquidity affect price reversals in the Indonesia Stock Exchange from 2009 to 2011. The researchers found that these factors play a role in the price reversal phenomenon.

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