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A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices - MaRDI portal

A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices (Q109049)

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scientific article
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A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
scientific article

    Statements

    volume
    67
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    issue
    2
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    page(s)
    719-760
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    publication date
    27 March 2012
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    author
    Shane A. Corwin
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    Paul Schultz
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    Identifiers

     
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