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Risk measurement when shares are subject to infrequent trading

Published:1983-08 Issue:2 Volume:12 Page:279-283
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Fowler David J.,Rorke C.Harvey

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference3 articles.

1. Risk measurement when shares are subject to infrequent trading;Dimson;Journal of Financial Economics,1979

2. Thin trading and beta estimation problems on the Toronto Stock Exchange;Fowler;Journal of Business Administration,1980

3. Estimating betas from non-synchronous data;Scholes;Journal of Financial Economics,1977

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