Investors for selecting the best portfolio need exact information. Sometimes this information is distributed no asymmetric between investors. As the type that buyer or seller has no same information about trading. This subject leads to information asymmetry. Information asymmetry cause to different quoted prices by investors. These quoted prices really are costs of occurring trade and investors pay this cost for immediate deal. In this section at first explaining the concepts of bid-ask spread, and then offer the methods of estimating it.
Ghajavand,Z. , Ghajavand,S. and Rasaiean,A. (2014). Theoretical Basis of Bid-Ask Spread and Methods of estimating it. Accounting and Auditing Studies, 3(9), 88-100. doi: 10.22034/iaas.2014.103580
MLA
Ghajavand,Z. , , Ghajavand,S. , and Rasaiean,A. . "Theoretical Basis of Bid-Ask Spread and Methods of estimating it", Accounting and Auditing Studies, 3, 9, 2014, 88-100. doi: 10.22034/iaas.2014.103580
HARVARD
Ghajavand Z., Ghajavand S., Rasaiean A. (2014). 'Theoretical Basis of Bid-Ask Spread and Methods of estimating it', Accounting and Auditing Studies, 3(9), pp. 88-100. doi: 10.22034/iaas.2014.103580
CHICAGO
Z. Ghajavand, S. Ghajavand and A. Rasaiean, "Theoretical Basis of Bid-Ask Spread and Methods of estimating it," Accounting and Auditing Studies, 3 9 (2014): 88-100, doi: 10.22034/iaas.2014.103580
VANCOUVER
Ghajavand Z., Ghajavand S., Rasaiean A. Theoretical Basis of Bid-Ask Spread and Methods of estimating it. Accounting and Auditing Studies, 2014; 3(9): 88-100. doi: 10.22034/iaas.2014.103580
