Emanuele Guidotti

University of Neuchâtel - Institute of Financial Analysis

PhD Student

Rue Abram-Louis-Breguet 2

Neuchâtel, 2000

Switzerland

  • University of Neuchâtel - Institute of Financial Analysis

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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

Number of pages: 60 Posted: 26 Jul 2021 Last Revised: 16 Dec 2022
David Ardia, Emanuele Guidotti and Tim Alexander Kroencke
HEC Montreal - Department of Decision Sciences, University of Neuchâtel - Institute of Financial Analysis and University of Neuchatel - Institute of Financial Analysis
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bid-ask spread, transaction costs, asset pricing, trading frictions, market liquidity

2.

A Theory of Price Formation in Financial Markets

Number of pages: 35 Posted: 07 Mar 2023
Emanuele Guidotti
University of Neuchâtel - Institute of Financial Analysis
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