Web Reference: Corwin and python 17K views 19 years ago Corwin and python...more Python code for replicating the effective spread estimator of Corwin, S. A., & Schultz, P. (2012). A simple way to estimate bid‐ask spreads from daily high and low prices. Python code for replicating the effective spread estimator of Corwin, S. A., & Schultz, P. (2012). A simple way to estimate bid‐ask spreads from daily high and low prices.
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