Daily data is bad for beta : opacity and frequency-dependent betas
Thomas Gilbert; Christopher Hrdlicka; Jonathan Kalodimos; Stephan Siegel
| Year of publication: |
2014
|
|---|---|
| Authors: | Gilbert, Thomas ; Hrdlicka, Christopher ; Kalodimos, Jonathan ; Siegel, Stephan |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 4.2014, 1, p. 78-117
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Stetige Verteilung | Continuous distribution | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010399878