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~accessRights:"restricted"
~person:"Ranaldo, Angelo"
~subject:"Volatility"
~type_genre:"Article in journal"
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A simple estimation of bid-ask spreads from daily close, high, and low prices
Abdi, Farshid
;
Ranaldo, Angelo
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4437-4480
Persistent link: https://www.econbiz.de/10011924584
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