{"created":"2021-03-01T06:15:28.225912+00:00","id":8742,"links":{},"metadata":{"_buckets":{"deposit":"a51ebd37-405a-41f6-9f4d-c8e517535261"},"_deposit":{"created_by":17,"id":"8742","owners":[17],"pid":{"revision_id":0,"type":"depid","value":"8742"},"status":"published"},"_oai":{"id":"oai:nagoya.repo.nii.ac.jp:00008742","sets":["659:853:854:1044"]},"author_link":["24599","24600"],"item_1615768549627":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_9_alternative_title_19":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"An Analysis of Equilibrium Bid-Ask Spreads in Limit Order Markets","subitem_alternative_title_language":"en"}]},"item_9_biblio_info_6":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2006-09-30","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"13","bibliographicPageStart":"1","bibliographicVolumeNumber":"54","bibliographic_titles":[{"bibliographic_title":"経済科学","bibliographic_titleLang":"ja"}]}]},"item_9_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This article investigates the optimal order submission strategies and the expected bid-ask spread in the equilibrium of limit order markets. In submitting orders to limit order markets, traders can choose market orders or limit orders. If a market order is more advantageous than a limit order, a trader submits a market order, and vice versa. As a result, in an equilibrium, the bid-ask spread is formed by marginal traders for whom a limit order and a market order are indifferent. In our analysis, limit orders are assumed to expire one period after their submission to simplify the states of the limit order book. The model predicts that the bid-ask spread is narrower if incoming orders are more plentiful, if a larger number of traders are patient, and if the transaction fee of market orders is larger. The bid-ask spread is more volatile when there are fewer hours before the close of the market. In addition, the small tick size can make the bid-ask spread wide.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_9_identifier_60":{"attribute_name":"URI","attribute_value_mlt":[{"subitem_identifier_type":"HDL","subitem_identifier_uri":"http://hdl.handle.net/2237/10493"}]},"item_9_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.18999/ecos.54.2.1","subitem_identifier_reg_type":"JaLC"}]},"item_9_publisher_32":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"名古屋大学大学院経済学研究科","subitem_publisher_language":"ja"}]},"item_9_select_15":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_select_item":"publisher"}]},"item_9_source_id_7":{"attribute_name":"ISSN（print）","attribute_value_mlt":[{"subitem_source_identifier":"0022-9725","subitem_source_identifier_type":"PISSN"}]},"item_9_text_14":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_text_value":"application/pdf"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"太田, 亘","creatorNameLang":"ja"}],"nameIdentifiers":[{"nameIdentifier":"24599","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"OHTA, Wataru","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"24600","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-02-19"}],"displaytype":"detail","filename":"ecos_54_2_1.pdf","filesize":[{"value":"1.4 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"ecos_54_2_1.pdf","objectType":"fulltext","url":"https://nagoya.repo.nii.ac.jp/record/8742/files/ecos_54_2_1.pdf"},"version_id":"8c0006ac-d165-4fa0-bfdc-7e24cf382393"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"指値注文市場における均衡ビッド・アスク・スプレッド","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"指値注文市場における均衡ビッド・アスク・スプレッド","subitem_title_language":"ja"}]},"item_type_id":"9","owner":"17","path":["1044"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2008-09-03"},"publish_date":"2008-09-03","publish_status":"0","recid":"8742","relation_version_is_last":true,"title":["指値注文市場における均衡ビッド・アスク・スプレッド"],"weko_creator_id":"17","weko_shared_id":-1},"updated":"2023-11-13T02:19:11.322883+00:00"}