Li, Z., Lambe, B., & Adegbite, E. (2018). New bid-ask spread estimators from daily high and low prices. Elsevier.
Chicago Style (17th ed.) CitationLi, Zhiyong, Brendan Lambe, and Emmanuel Adegbite. New Bid-ask Spread Estimators from Daily High and Low Prices. Elsevier, 2018.
MLA (9th ed.) CitationLi, Zhiyong, et al. New Bid-ask Spread Estimators from Daily High and Low Prices. Elsevier, 2018.
Warning: These citations may not always be 100% accurate.