Profile Page Farshid Abdi

Profile Picture
Name Farshid Abdi
Institute/School s/bf - Swiss Institute of Banking and Finance
Address s/bf-HSG
Büro 51-5010
Unterer Graben 21
9000 St. Gallen
Schweiz
Email address farshid.abdi@unisg.ch
Main Focuses Market Liquidity, Market Microstructure, Asset Pricing, Foreign Exchange

Latest Additions (all)

  1. Item Abdi, Farshid & Ranaldo, Angelo (2017) A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices. The Review of Financial Studies, 30 (12). 4437-4480. ISSN 0893-9454
  2. Item Abdi, Farshid & Ranaldo, Angelo: A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices. [Conference or Workshop Item]
  3. Item Abdi, Farshid & Ranaldo, Angelo: A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices. Swiss Finance Institute SFI Research Days. Gerzensee, June 2016.
  4. Item Abdi, Farshid & Ranaldo, Angelo: A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices. School of Finance Working Paper Series, 2016, 2016/04. [img]
    Preview
  5. Item Abdi, Farshid & Ranaldo, Angelo: From volatility to liquidity: Simple estimation from high and low prices. 7th CSDA International Conference on Computational and Financial Econometrics. GB - London, 14 December 2013.
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