NONSYNCHRONOUS SECURITY TRADING AND MARKET INDEX AUTOCORRELATION

被引：82

作者：

ATCHISON, MD ^{[1
]}

BUTLER, KC ^{[1
]}

SIMONDS, RR ^{[1
]}

机构：

[1] MICHIGAN STATE UNIV,FINANCE,E LANSING,MI 48824

来源：

JOURNAL OF FINANCE | 1987年 / 42卷 / 01期

关键词：

D O I：

10.2307/2328422

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：111 / 118

页数：8

共 10 条

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[9] ESTIMATING BETAS FROM NONSYNCHRONOUS DATA [J].

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[10]

SCHOLES M, 1976, ESTIMATING BETAS DAI

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