Sensitivity of Systematic Risk Estimates to the Return...

Review of Quantitative Finance and Accounting 1999 / 01 Vol. 12; Iss. 1

Sensitivity of Systematic Risk Estimates to the Return Measurement Interval Under Serial Correlation

Dongcheol Kim
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Volume:
12
Language:
english
Pages:
17
DOI:
10.1023/a:1008368524904
Date:
January, 1999
File:
PDF, 157 KB
english, 1999
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