2012
A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
Shane A. Corwin, Paul Harvey Schultz
The Journal of Finance OATop-listed
1.2k
cites
Faculty
Paul Harvey Schultz is a Finance scholar at University of Notre Dame. Research spans Banking stability, regulation, efficiency, Financial Markets and Investment Strategies. 85 works, 9k citations (h-index 39).
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Position · University of Notre Dame
Shane A. Corwin, Paul Harvey Schultz
The Journal of Finance OATop-listed
William Gary Christie, Paul Harvey Schultz
The Journal of FinanceTop-listed
The Journal of Finance OATop-listed