New low-frequency spread measures

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A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices (2017, unknown): “Holden (2009), jointly with Goyenko, Holden, and Trzcinka (2009), develops a proxy for the effective spread based on observable price clustering.”
What Are the Best Liquidity Proxies for Global Research (2017, methodology): “3.1.a The setup of the LOT Mixed Model Lesmond, Ogden, and Trzcinka (1999) develop a percent-cost proxy based on the idea that transaction costs cause a distortion in observed stock returns.”
Is There a Dark Side to Exchange Traded Funds? An Information Perspective (2017, unknown): “However, in our replication and reconciliation of the GNZ results, we used quarterly data (Panel B) to match their analyses. and Schultz (2012) demonstrate that it outperforms the Roll (1984), Lesmond et al. (1999), and Holden (2009) techniques for measuring bid-ask spreads.”
A simple approximation of intraday spreads using daily data (2014, methodology): “Goyenko, Holden, and Trzcinka (2009) and Holden (2009) obtain the constrained probability of the jth spread (j = 1, 2, .”