Table of certifications

  • RRR

    Perfectly reproducible

  • RR

    Practically perfect

  • R

    Minor discrepancies

  • D

    Potentially serious discrepancies

  • DD

    Serious discrepancies

Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

Authors: David Ardia, Emanuele Guidotti, Tim A. Kroencke

  • Type of certification: Free (Guest researchers)
  • Certification date: 06/26/2024