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Thin-trading effects in beta: bias v. estimation error
Sercu, Piet; Vandebroek, Martina; Vinaimont, Tom - In: Journal of business finance & accounting : JBFA 35 (2008) 9/10, pp. 1196-1219
Persistent link: https://www.econbiz.de/10003786714
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Thin-trading effects in beta : bias v. estimation error
Sercu, Piet (contributor); Vandebroek, Martina (contributor) - 2007
Persistent link: https://www.econbiz.de/10003611579
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Orthogonalized regressors and spurious precision
Sercu, Piet (contributor); Vandebroek, Martina (contributor) - 2006
Persistent link: https://www.econbiz.de/10003611586
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Orthogonalized regressors and spurious precision, with an application to currency exposures
Liu, Fang; Sercu, Piet; Vandebroek, Martina - In: Journal of international money and finance 51 (2015), pp. 245-263
Persistent link: https://www.econbiz.de/10011475260