Thin-Trading Effects in Beta: Bias v. Estimation Error
Piet Sercu, Martina Vandebroek, Tom VinaimontVolume:
35
Year:
2008
Language:
english
Pages:
24
DOI:
10.1111/j.1468-5957.2008.02110.x
File:
PDF, 283 KB
english, 2008