Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices

✍ Scribed by Perron, Pierre; Chun, Sungju; Vodounou, Cosme

• Book ID: 123296640
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 405 KB
• Volume: 20
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2012.10.002