Replication Package for "Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices"
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下载链接：
https://doi.org/10.7910/DVN/G8DPBM
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资源简介：
Contains the replication package for "Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices", Journal of Financial Economics (2024). Additional code and data are available at https://github.com/eguidotti/bidask
本数据集包含发表于《金融经济学杂志》2024年刊的论文《基于开盘价、最高价、最低价与收盘价的买卖价差（bid-ask spreads）高效估计》的可重复研究包。额外配套代码与数据集可通过以下链接获取：https://github.com/eguidotti/bidask
创建时间：
2024-08-14
