Thin-Trading Effects in Beta: Bias v. Estimation Error
| Year of publication: |
2008
|
|---|---|
| Authors: | Sercu, Piet ; Vandebroek, Martina ; Vinaimont, Tom |
| Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 35.2008, 9-10, p. 1196-1219
|