Open UTDAcademic Journal Reviews
10.1016/j.jfineco.2024.103916
ArticleJournal of Financial Economics

Efficient estimation of bid–ask spreads from open, high, low, and close prices

David Ardia ORCID ↗Emanuele Guidotti ORCID ↗Tim A. Kroencke
2024Online First / Unassignedpp. 103916
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