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Research design issues in the estimation of Beta
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Research design issues in the estimation of Beta (1997)Research design issues in the estimation …Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy (2005)Liquidity and stock returns: …Investment Basics XLVI. On estimating the beta coefficient (2003)Investment Basics XLVI. On es…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Intraday liquidity patterns in Indian stock market (2013)ON THE ASSESSMENT OF RISK (1971)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)The Impact of Internet Investor Relations on the Cost of Capital: Evidence from Companies Listed on the Johannesburg Stock Exchange (2018)
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  • 2005Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy36 cited
  • 2003Investment Basics XLVI. On estimating the beta coefficient31 cited

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