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ArticleAdjusting for the intervalling effect bias in beta

William K. H. Fung1985

Article1985

Adjusting for the intervalling effect bias in beta

William K. H. Fung · Robert Arthur Schwartz · David K. Whitcomb

19 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1979Risk measurement when shares are subject to infrequent trading 1977Estimating betas from nonsynchronous data 1983Friction in the trading process and the estimation of systematic risk 1977The Capital Asset Pricing Model and the Investment Horizon 1980Implications of Microstructure Theory for Empirical Research on Stock Price Behavior 1986The Microstructure of Securities Markets.1983Estimating and Adjusting for the Intervalling-Effect Bias in Beta 1974The Market Model Applied to European Common Stocks: Some Empirical Results

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2008Estimating betas in thinner markets: "the case of the Athens Stock Exchange"

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Year1985

Typearticle

Published1985-09-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations19

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0378-4266(85)90043-3

openalex_workW1515244265

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