Bid–ask spread estimator from high and low daily prices: Practical implementation for corporate bonds

  1. Nieto, B.
Journal:
Journal of Empirical Finance

ISSN: 0927-5398

Year of publication: 2018

Volume: 48

Pages: 36-57

Type: Article

DOI: 10.1016/J.JEMPFIN.2018.06.003 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus