[R-SIG-Finance] A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices

diego peroni d|egoperon|1971 @end|ng |rom gm@||@com
Tue Jul 28 19:40:16 CEST 2020

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Hi All,

I’m looking for a function in R to estimate Bid/Ask Spreads of stocks using Daily candlesticks.

Can anyone suggest some implemetations?

Thanks
Diego

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