Farshid Abdi
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Farshid |
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Abdi |
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Affiliations
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Texas A&M University
/ Mays Business School
/ Department of Finance
Research profile
author of:
- A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices (RePEc:oup:rfinst:v:30:y:2017:i:12:p:4437-4480.)
by Farshid Abdi & Angelo Ranaldo - A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency e (RePEc:usg:sfwpfi:2016:04)
by Abdi, Farshid & Ranaldo, Angelo - Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements (RePEc:usg:sfwpfi:2018:28)
by Farshid Abdi & Botao Wu - Cycles of Declines and Reversals Following Overnight Market Declines (RePEc:usg:sfwpfi:2018:29)
by Farshid Abdi - Market impact of government communication: The case of presidential tweets (RePEc:zbw:safewp:314)
by Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka