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The intervalling effect bias in beta: A note · Study

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ArticleThe intervalling effect bias in beta: A note

Albert H. R. F. Corhay1992

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Articlegreen1992

The intervalling effect bias in beta: A note

Albert H. R. F. Corhay

42 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

1981The relationship between return and market value of common stocks 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 1983Risk measurement when shares are subject to infrequent trading 1983Estimating and Adjusting for the Intervalling-Effect Bias in Beta 1974The Market Model Applied to European Common Stocks: Some Empirical Results

Cited by

2016The Price of Shelter - Downside Risk Reduction with Precious Metals 2011The Role of Stock Size and Trading Intensity in the Magnitude of the "Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market 2016Betas Used by Professors: A Survey With 2,500 Answers 2022A conditional CAPM: implications for the estimation of systematic risk 2003Investment Basics XLVI. On estimating the beta coefficient

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Year1992

Typearticle

Published1992-02-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations42

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0378-4266(92)90078-e

openalex_workW2000349861

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2008

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