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Farshid Abdi

Personal Details

First Name:Farshid
Middle Name:
Last Name:Abdi
Suffix:
RePEc Short-ID:pab233
[This author has chosen not to make the email address public]
https://www.farshidabdi.net/
Terminal Degree: Schweizerisches Institut für Banken und Finanzen (SBF); School of Finance; Universität St. Gallen (from RePEc Genealogy)

Affiliation

Department of Finance
Mays Business School
Texas A&M University

College Station, Texas (United States)
http://mays.tamu.edu/finc/
RePEc:edi:fdtamus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka, 2021. "Market impact of government communication: The case of presidential tweets," SAFE Working Paper Series 314, Leibniz Institute for Financial Research SAFE, revised 2021.
  2. Farshid Abdi, 2018. "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance 1829, University of St. Gallen, School of Finance.
  3. Farshid Abdi & Botao Wu, 2018. "Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements," Working Papers on Finance 1828, University of St. Gallen, School of Finance.
  4. Abdi, Farshid & Ranaldo, Angelo, 2016. "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 estimates, it utilizes a wider information set, nam," Working Papers on Finance 1604, University of St. Gallen, School of Finance, revised Apr 2017.

Articles

  1. Farshid Abdi & Angelo Ranaldo, 2017. "A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices," The Review of Financial Studies, Society for Financial Studies, vol. 30(12), pages 4437-4480.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (2) 2016-02-23 2021-05-17
  2. NEP-BIG: Big Data (1) 2021-05-17
  3. NEP-CWA: Central and Western Asia (1) 2021-05-17
  4. NEP-ECM: Econometrics (1) 2016-02-23
  5. NEP-FMK: Financial Markets (1) 2021-05-17
  6. NEP-ICT: Information and Communication Technologies (1) 2021-05-17
  7. NEP-MAC: Macroeconomics (1) 2019-12-02
  8. NEP-MON: Monetary Economics (1) 2019-12-02
  9. NEP-RMG: Risk Management (1) 2019-12-02

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