Update README.md

eguidotti · Feb 14, 2025 · 1626438 · 1626438
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 # 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
 
@@ -14,13 +14,13 @@ Arguments:
 edge(open, high, low, close, sign=false)
 ```
 
-| field   | description                                 |
-| ------- | ------------------------------------------- |
-| `open`  | std::vector\<double\> of open prices        |
-| `high`  | std::vector\<double\> of high prices        |
-| `low`   | std::vector\<double\> of low prices         |
-| `close` | std::vector\<double\> of close prices       |
-| `sign`  | Whether signed estimates should be returned |
+| field   | description                                  |
+| ------- | -------------------------------------------- |
+| `open`  | std::vector\<double\> of open prices.        |
+| `high`  | std::vector\<double\> of high prices.        |
+| `low`   | std::vector\<double\> of low prices.         |
+| `close` | std::vector\<double\> of close prices.       |
+| `sign`  | Whether signed estimates should be returned. |
 
 The input prices must be sorted in ascending order of the timestamp.