Journal of Financial Markets
Vol. 17
2014
A simple approximation of intraday spreads using daily data
Kee H.
Chung1,2;
Hao
Zhang3
1 Chung-Ang University · 2 University at Buffalo, State University of New York · 3 Rochester Institute of Technology
- DOI
- 10.1016/j.finmar.2013.02.004
- Volume
- 17
- Pages
- 94-120
- Language
- en
- Sources
-
crossref
openalex
Cite