2017
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
Farshid Abdi, Angelo Ranaldo
Review of Financial Studies OATop-listed
357
cites
Researcher
Farshid Abdi is a Finance scholar at Texas A&M University. Research spans Financial Markets and Investment Strategies, Stochastic processes and financial applications. 12 works, 467 citations (h-index 4).
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Assistant Professor · Texas A&M University
Farshid Abdi, Angelo Ranaldo
Review of Financial Studies OATop-listed
Farshid Abdi, Angelo Ranaldo
SSRN Electronic Journal OA
Farshid Abdi, Botao Wu
SSRN Electronic Journal OA