Thin trading and estimation of systematic risk: An application of an error-correction model
From MaRDI portal
Publication:1313164
DOI10.1007/BF02282054zbMath0800.90052MaRDI QIDQ1313164
Jukka Perttunen, Martti Luoma, Teppo Martikainen
Publication date: 26 January 1994
Published in: Annals of Operations Research (Search for Journal in Brave)
Related Items
The structural relationship between financial ratios and capital asset pricing, Handling missing prices in a thinly traded stock market: Implications for the specification of event study methods
Cites Work