Author:
Cornell Bradford,Shapiro Alan C.
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. Friction in the trading process and the estimation of systematic risk;Cohen;Journal of Financial Economics,1983
2. Risk measurement when shares are subject to infrequent trading;Dimson;Journal of Financial Economics,1979
3. Friction in the trading process and risk measurement: Response;Dimson,1982
4. The adjustment of stock prices to new information;Fama;International Economic Review,1969
5. Risk measurement when shares are subject to infrequent trading: Comment;Fowler;Journal of Financial Economics,1983
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