A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
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Overview
published proceedings
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Review of Financial Studies
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Abdi, Farshid||Ranaldo, Angelo
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Research
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35 Commerce, Management, Tourism And Services
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3502 Banking, Finance And Investment
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38 Economics
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3801 Applied Economics
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URL
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http://dx.doi.org/10.1093/rfs/hhx084