PROXIES FOR NONSYNCHRONOUS TRADING
- 1 May 1983
- journal article
- Published by Wiley in The Financial Review
- Vol. 18 (2) , 206-213
- https://doi.org/10.1111/j.1540-6288.1983.tb00147.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- A Possible Explanation of the Small Firm EffectThe Journal of Finance, 1981
- A NOTE ON BETA STABILITY AND THIN TRADING ON THE TORONTO STOCK EXCHANGE.Journal of Business Finance & Accounting, 1981
- The Intertemporal Cross Price Behavior of Common Stocks: Evidence and ImplicationsJournal of Financial Research, 1980
- Risk measurement when shares are subject to infrequent tradingJournal of Financial Economics, 1979
- Estimating betas from nonsynchronous dataJournal of Financial Economics, 1977