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Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices http://eguidotti.com/publication/efficient-estimation-of-bid-ask-spreads-from-open-high-low-and-close-prices/
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Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices http://eguidotti.com/publication/efficient-estimation-of-bid-ask-spreads-from-open-high-low-and-close-prices/
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