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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

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Publication:109049

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DOI10.1111/J.1540-6261.2012.01729.XMaRDI QIDQ109049

Paul Schultz, Shane A. Corwin

Publication date: 27 March 2012

Published in: The Journal of Finance (Search for Journal in Brave)

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