Bid-ask spread estimator by daily high, low, open and close prices
碩士 === 國立中央大學 === 財務金融學系 === 102 === This study refers to Corwin and Schultz (2012) they develop a bid-ask spread estimator from daily high and low spread. Base on the Corwin and Schultz’s estimator model, a new estimator is built up by including three new variables, open price, close price and an a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35753772240285638099 |