Thin-trading effects in beta: bias v. estimation error
Piet Sercu, Martina Vandebroek and Tom Vinaimont
| Year of publication: |
2008
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|---|---|
| Authors: | Sercu, Piet ; Vandebroek, Martina ; Vinaimont, Tom |
| Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 35.2008, 9/10, p. 1196-1219
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| Subject: | Kapitaleinkommen | Capital income | Messung | Measurement | Schätztheorie | Estimation theory | 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/10003786714