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Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread

Kalman J. Cohen; Steven F. Maier; Robert A. Schwartz; David K. Whitcomb

Journal of Political Economy 1981

By considering investor order placement strategy, this paper demonstrates that transaction costs cause bid-ask spreads to be an equilibrium property of asset markets. With transaction costs, the probability of a limit order executing does not go to unity as the order is placed infinitesimally close to a counterpart market quote; thus, with certainty of execution at the counterpart market quote, a "gravitational pull" is generated that keeps counterpart quotes from being placed infinitesimally close to each other. An equilibrium spread is defined and its size linked to market thinness; implications are noted for the design of a trading system.

DOI
10.1086/260966
Volume
89 (2)
Pages
287-305
Language
en
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