Does Bid/Ask Spread React to the Increase of Internet Search Traffic?

This article solely examines the effect of investor attentions on bid-ask spread. We find that investors’ attention surrogated by Internet Search Traffic (IST) contribute positively and significantly toward bid-ask spread (SPREAD). This result indicates that the incoming information directs the mark...

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Bibliographic Details
Main Authors: Ridwan Nurazi, Berto Usman, Paulus S. Kananlua
Format: Article
Language:English
Published: Prasetiya Mulya Publishing 2015-12-01
Series:International Research Journal of Business Studies
Subjects:
Online Access:http://www.irjbs.com/index.php/jurnalirjbs/article/view/1149