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Cross-Sectional Dispersion of Risk in Trading Time
Andersen, Torben, (2021)
Sectoral differences in the choice of the time horizon during estimation of the unconditional stock beta
Dadakas, Dimitrios, (2016)
Andersen, Torben, (2019)
Robust beta estimation : some empirical evidence
Fong, Wai-mun, (1997)
The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Fong, Wai-mun, (1998)
The size effect : a multiperiod analysis
Fong, Wai-mun, (1992)