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Volatility
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The journal of finance : the journal of the American Finance Association
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Differences in trading behavior across New York Stock Exchange specialist firms
Corwin, Shane Anthony
-
1996
Persistent link: https://www.econbiz.de/10000976305
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A simple way to estimate bid-ask spreads from daily high and low prices
Corwin, Shane Anthony
;
Schultz, Paul H.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 719-759
Persistent link: https://www.econbiz.de/10009533992
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