𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Portfolio selection in thinly traded environments—a case study

✍ Scribed by Graham D. I. Barr; David J. Bradfield

Book ID
112142988
Publisher
John Wiley and Sons
Year
1988
Tongue
English
Weight
385 KB
Volume
9
Category
Article
ISSN
0143-6570

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Handling missing prices in a thinly trad
Handling missing prices in a thinly traded stock market: implications for the specification of event study methods
✍ Juha-Pekka Kallunki 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 856 KB

This paper employs a simulation approach to provide new evidence on how thin trading affects the specification of the event study methods in a thinly traded environment. We examine the properties of the returns computed with alternative procedures for handling missing prices as well as their impact