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Keywords: Estimation
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Journal Articles
Studies in Economics and Finance (2015) 32 (1): 98–127.
Published: 02 March 2015
...Michael Bleaney; Zhiyong Li Purpose – This paper aims to investigate the performance of estimators of the bid-ask spread in a wide range of circumstances and sampling frequencies. The bid-ask spread is important for many reasons. Because spread data are not always available, many methods have...

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