Risk measurement when shares are subject to infrequent trading: Comment
- 31 August 1983
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 12 (2) , 279-283
- https://doi.org/10.1016/0304-405x(83)90039-9
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Risk measurement when shares are subject to infrequent tradingJournal of Financial Economics, 1979
- Estimating betas from nonsynchronous dataJournal of Financial Economics, 1977