A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
Year of publication: |
2012
|
---|---|
Authors: | CORWIN, SHANE A. ; SCHULTZ, PAUL |
Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 67.2012, 2, p. 719-760
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Publisher: |
American Finance Association - AFA |
Saved in:
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