Emanuele Guidotti

University of Lugano - Institute of Finance

Postdoc

Lugano

Switzerland

  • University of Lugano - Institute of Finance

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

Journal of Financial Economics, volume 161, 2024 [10.1016/j.jfineco.2024.103916]
Number of pages: 65 Posted: 26 Jul 2021 Last Revised: 19 Aug 2024
David Ardia, Emanuele Guidotti and Tim Alexander Kroencke
HEC Montreal - Department of Decision Sciences, University of Lugano - Institute of Finance and FHNW School of Business
Downloads 4,732 (4,332)
Citation 5

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bid-ask spread, trading frictions, transaction costs

2.

A Model of Price Formation in Frictionless Markets

Number of pages: 30 Posted: 07 Mar 2023 Last Revised: 12 Oct 2024
Emanuele Guidotti
University of Lugano - Institute of Finance
Downloads 454 (134,206)

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