• Please see “On the Estimation of Bid-Ask spreads: Theory and Evidence” (Choi, Salandro and Shastri, 1988). This is what we do. If you need help on your research or some insights into what we’ve found in our own research,

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!