Zhiyong Li

University of Leicester

University Road

Leicester, LE1 7RH

United Kingdom

  • University of Leicester

SCHOLARLY PAPERS

1

DOWNLOADS

316

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

New Bid-Ask Spread Estimators from Daily High and Low Prices

Number of pages: 66 Posted: 13 May 2017 Last Revised: 22 Aug 2018
Zhiyong Li, Brendan John Lambe and Emmanuel Adegbite
University of Leicester, University of Leicester and University of Nottingham
Downloads 316 (135,208)

Abstract:

Loading...

High-Low Spread Estimator, Effective Spread, Transaction Cost, Market Liquidity