Work

A simple approximation of intraday spreads using daily data

Year: 2013

Type: article

Source: Journal of Financial Markets

DOI: 10.1016/j.finmar.2013.02.004

Authors: Kee H. Chung, Hao Zhang

Institutions: State University of New York, University at Buffalo, State University of New York, Chung-Ang University, Rochester Institute of Technology

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3123539130

FWCI: 28.43

Cites: 60

Cited by: 342

Related to: 10