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THE EFFECT OF MODEL MISSPECIFICATION ON TESTS OF THE EFFICIENT MARKET HYPOTHESIS

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1979Risk measurement when shares are subject to infrequent trading2,767 cited
1998The Event Study Methodology Since 1969886 cited
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1999The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach

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22 cited

1983The Analytic Relationship between Intervaling and Nontrading Effects in Continuous Time17 cited

2016The Impact of the Greek Sovereign Debt Crisis on European Banks' Disclosure and its Economic Consequences12 cited