Adjusting for Beta Bias: An Assessment of Alternate Techniques: A Note
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1986.tb04507.x/fullpdf
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3. Implications of Microstructure Theory for Empirical Research on Stock Price Behavior;Cohen;Journal of Finance,1980
4. Estimating and Adjusting for the Intervalling-Effect Bias in Beta;Cohen;Management Science,1983
5. Risk Management When Shares Are Subject to Infrequent Trading;Dimson;Journal of Financial Economics,1979
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