@article{econhot_econhot-cited-dc969c21eba447ba, title = {A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices}, author = {Shane A. Corwin and Paul Harvey Schultz}, journal = {The Journal of Finance}, year = {2012}, volume = {67}, number = {2}, pages = {719-760}, doi = {10.1111/j.1540-6261.2012.01729.x}, url = {https://doi.org/10.1111/j.1540-6261.2012.01729.x} }