Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Adjusting for the intervalling effect bias in beta

12 references·1 citing·42 second hop

FromToDepth

this work references cited by second hop

References

1979Risk measurement when shares are subject to infrequent trading2,767 cited
1977Estimating betas from nonsynchronous data2,751 cited
1983Friction in the trading process and the estimation of systematic risk345 cited
1977The Capital Asset Pricing Model and the Investment Horizon255 cited
1980Implications of Microstructure Theory for Empirical Research on Stock Price Behavior165 cited
1986The Microstructure of Securities Markets.162 cited
1983Estimating and Adjusting for the Intervalling-Effect Bias in Beta146 cited
1974The Market Model Applied to European Common Stocks: Some Empirical Results100 cited
1974COMPARATIVE ANALYSIS OF RISK MEASURES: FRANCE AND THE UNITED STATES*86 cited
1978The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model68 cited
1980Intertemporal Cross-Dependence in Securities Daily Returns and the Short-Run Intervaling Effect on Systematic Risk66 cited
1977Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals62 cited

Cited by

2008Estimating betas in thinner markets: "the case of the Athens Stock Exchange"19 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work