Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleBid–ask spread and order size in the foreign exchange market: an empirical investigation.AuthorsDing, LiangAbstractThis article empirically examines the relationship between order sizes and spreads in the foreign exchange (FX) market based on a FX dealer's quotes. It is found that spreads are independent of order sizes in the inter-dealer market, but they are negatively correlated in the customer market. Copyright © 2008 John Wiley & Sons, Ltd.SubjectsFOREIGN exchange market; ASKED price; SPREAD (Finance); BID price; MARKET volatility; MATHEMATICAL models of marketingPublicationInternational Journal of Finance & Economics, 2009, Vol 14, Issue 1, p98ISSN1076-9307Publication typeArticleDOI10.1002/ijfe.365