A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
Year of publication: |
2012
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Authors: | CORWIN, SHANE A. ; SCHULTZ, PAUL |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 67.2012, 2, p. 719-761
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