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A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices - MaRDI portal

A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices

From MaRDI portal
Publication:109053

DOI10.1093/RFS/HHX084MaRDI QIDQ109053

Farshid Abdi, Angelo Ranaldo

Publication date: 26 August 2017

Published in: The Review of Financial Studies (Search for Journal in Brave)





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