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

authors

• Abdi, Farshid

published proceedings

• Review of Financial Studies

author list (cited authors)

• Abdi, F., & Ranaldo, A.

complete list of authors

• Abdi, Farshid||Ranaldo, Angelo

publisher

• Oxford University Press (OUP)  Publisher

published in

• The Review of Financial Studies  Journal

keywords

• 35 Commerce, Management, Tourism And Services
• 3502 Banking, Finance And Investment
• 38 Economics
• 3801 Applied Economics

Digital Object Identifier (DOI)

• 10.1093/rfs/hhx084

start page

• 4437

end page

• 4480

volume

• 30

issue

• 12