Bid-Ask Spread Estimates for U.S. Stocks in CRSP

Name: Bid-Ask Spread Estimates for U.S. Stocks in CRSP
Creator: HEC Montreal; University of Lugano; FHNW School of Business
Published: 2024-01-01T00:00:00+08:00

Harvard Dataverse2024-08-14 更新2026-04-09 收录

金融市场微观结构

流动性分析

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/YAY4H6 数据链接链接失效反馈

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资源简介：

Contains monthly estimates of the effective bid-ask spread for each stock in the CRSP U.S. Stock database. Additional code and data are available at <a href="https://github.com/eguidotti/bidask">https://github.com/eguidotti/bidask</a>

提供机构：

HEC Montreal; University of Lugano; FHNW School of Business

创建时间：

2024-01-01

Bid-Ask Spread Estimates for U.S. Stocks in CRSP

资源简介：

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