The impact of infrequent trading on betas based on daily, weekly and monthly return intervals : empirical evidence with Finnish data
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Citations
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Cited by:
- Mika Vaihekoski, 1998.
"Short-term returns and the predictability of Finnish stock returns,"
Finnish Economic Papers, Finnish Economic Association, vol. 11(1), pages 19-36, Spring.
- Vaihekoski, Mika, 1998. "Short-term returns and the predictability of Finnish stock returns," MPRA Paper 13984, University Library of Munich, Germany.
- Malkamäki, Markku, 1992. "Conditional betas and the price of risk in a thin asset market: A sensitivity analysis," Bank of Finland Research Discussion Papers 9/1992, Bank of Finland.
- repec:zbw:bofrdp:1992_009 is not listed on IDEAS
- Miroslav Matteev, 2004. "CAPM Anomalies and the Efficiency of Stock Markets in Transition: Evidence from Bulgaria," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 2(1), pages 35-58.
- Antti Kanto & Hannu Schadewitz, 2003. "Impact of nonearnings disclosures on market risk: evidence with interim reports," Applied Financial Economics, Taylor & Francis Journals, vol. 13(10), pages 721-729.
- Malkamäki, Markku, 1992. "Conditional betas and the price of risk in a thin asset market : A sensitivity analysis," Research Discussion Papers 9/1992, Bank of Finland.
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