Annual Meeting of the Financial Management Association (FMA)
Talk
Efficient estimation of bid-ask spreads from open, high, low, and close prices
Type
Conference talk
Session
Market microstructure
Speaker
Emanuele Guidotti
Event
Annual Meeting of the Financial Management Association
Date
Oct 19, 2022 — Oct 22, 2022
Location
Atlanta, Georgia, United States
Emanuele Guidotti
PhD Student in Finance
Interdisciplinary research at the intersection of finance, data science, and statistics.