finance

Annual Meeting of the European Finance Association (EFA)
Aug 20, 2025 — Aug 23, 2025 Paris, France
Finance Research Revolution (FRR) Inaugural Conference
Jun 28, 2025 — Jun 29, 2025 Vitznau, Switzerland
Finance Research Revolution (FRR) Inaugural Conference
Annual Meeting of the Swiss Society for Financial Market Research (SGF)
Apr 4, 2025 — Zurich, Switzerland
Workshop on Numerical Methods For Finance and Insurance (NMFIW)
Feb 27, 2025 — Feb 28, 2025 Milano, Italy
A Model of Price Formation in Frictionless Markets
Available at SSRN
Emanuele Guidotti
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Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
Journal of Financial Economics, vol. 161, pag. 103916
David Ardia, Emanuele Guidotti, Tim Kroencke
PDF DOI Cite GitHub CRAN PyPI
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
Seminar at EPFL, Swiss Finance Institute
Oct 10, 2023 12:00 PM — 1:00 PM Lausanne, Switzerland
Annual Meeting of the Financial Management Association (FMA)
Oct 19, 2022 — Oct 22, 2022 Atlanta, Georgia, United States
Annual Meeting of the Financial Management Association (FMA)
Annual Meeting of the European Finance Association (EFA)
Aug 24, 2022 — Aug 27, 2022 Barcelona, Spain
Annual Meeting of the European Finance Association (EFA)
International Conference on Quantitative Finance and Financial Econometrics (QFFE)
Jun 16, 2022 — Jun 17, 2022 Marseille, France