A simple estimation of bid-ask spreads from daily close, high, and low prices
Farshid Abdi, Angelo Ranaldo
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Abdi, Farshid ; Ranaldo, Angelo |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 30.2017, 12, p. 4437-4480
|
| Subject: | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Börsenkurs | Share price | Marktliquidität | Market liquidity | USA | United States | 1930-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhx084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011924584