Journal of finance. 2012;67(2):719-760. doi: 10.1111/j.1540-6261.2012.01729.x Q19.52025
A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
DOI: 10.1111/j.1540-6261.2012.01729.x
摘要
Journal of finance. 2012;67(2):719-760. doi: 10.1111/j.1540-6261.2012.01729.x Q19.52025
DOI: 10.1111/j.1540-6261.2012.01729.x
摘要