RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING - COMMENT

被引:75
作者
FOWLER, DJ
RORKE, CH
机构
关键词
D O I
10.1016/0304-405X(83)90039-9
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页码:279 / 283
页数:5
相关论文
共 3 条
[1]   RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING [J].
DIMSON, E .
JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (02) :197-226
[2]  
FOWLER DJ, 1980, J BUS ADMIN, V12, P77
[3]   ESTIMATING BETAS FROM NONSYNCHRONOUS DATA [J].
SCHOLES, M ;
WILLIAMS, J .
JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (03) :309-327