Seminar at HEC Montréal, Department of Finance
Talk
Efficient estimation of bid-ask spreads from open, high, low, and close prices
Type
Seminar
Speaker
Emanuele Guidotti
Event
Seminar at HEC Montréal, Department of Finance
Date
May 10, 2022 12:00 PM — 1:00 PM
Location
Montréal, Canada
Emanuele Guidotti
PhD Student in Finance
Interdisciplinary research at the intersection of finance, data science, and statistics.