Corwin-Schultz Bid-ask Spread Estimator in the Brazilian Stock Market
This paper tests the validity of the Corwin-Schultz bid-ask spread estimator in the Brazilian stock market. The Corwin-Schultz estimator arises as an easy way to compute asymmetric information throughout daily high and low stock prices for estimating overnight and non-...
Shranjeno v:
| izdano v: | BAR - Brazilian Administration Review |
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| Glavni avtor: | |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração
2016
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| Teme: | |
| Online dostop: | https://www.redalyc.org/articulo.oa?id=84145311006 https://www.redalyc.org/journal/841/84145311006/ https://www.redalyc.org/journal/841/84145311006/html/ https://www.redalyc.org/journal/841/84145311006/84145311006.epub https://www.redalyc.org/journal/841/84145311006/movil |
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