From 1125ee5db4a42ef5410a21e84746d9816933cf3e Mon Sep 17 00:00:00 2001 From: Emanuele Guidotti Date: Fri, 14 Feb 2025 19:38:27 +0100 Subject: [PATCH] Update README.md --- julia/README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/julia/README.md b/julia/README.md index 884b233..ba294d9 100644 --- a/julia/README.md +++ b/julia/README.md @@ -1,6 +1,6 @@ # Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices -Implements an efficient estimator of bid-ask spreads from open, high, low, and close prices. +Implements the efficient estimator of bid-ask spreads from open, high, low, and close prices described in Ardia, Guidotti, & Kroencke (JFE, 2024): [https://doi.org/10.1016/j.jfineco.2024.103916](https://doi.org/10.1016/j.jfineco.2024.103916) ## Installation