A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
Article first published online: 27 MAR 2012
© 2012 The American Finance Association
The Journal of Finance
Volume 67, Issue 2, pages 719–760, April 2012
How to Cite
CORWIN, S. A. and SCHULTZ, P. (2012), A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices. The Journal of Finance, 67: 719–760. doi: 10.1111/j.1540-6261.2012.01729.x
- Issue published online: 27 MAR 2012
- Article first published online: 27 MAR 2012
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