Annual Meeting of the European Finance Association (EFA)


Talk
Efficient estimation of bid-ask spreads from open, high, low, and close prices
Type
Conference talk
Session
Measuring trading frictions
Speaker
Emanuele Guidotti
Discussant
Björn Hagströmer
Event
Annual Meeting of the European Finance Association
Date
Aug 24, 2022 — Aug 27, 2022
Location
Barcelona, Spain
Emanuele Guidotti
Emanuele Guidotti
PhD Student in Finance

Interdisciplinary research at the intersection of finance, data science, and statistics.