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- W2049320845 abstract "Abstract There are many possible explanations for variation in the inside bid–ask spread during the trading day, including informed trading, price inelastic market demand, price discovery, statistical artefact and market concentration . Each of these explanations is examined for consistency with respect to both the inside and average bid–ask spread, observed both inside and outside the mandatory quote period in the London Stock Exchange." @default.
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- W2049320845 title "Explaining the intra-day variation in the bid–ask spread in competitive dealership markets – A research note" @default.
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