ADJUSTING FOR THE INTERVALLING EFFECT BIAS IN BETA - A TEST USING PARIS BOURSE DATA

被引：9

作者：

FUNG, WKH ^{[1
]}

SCHWARTZ, RA ^{[1
]}

WHITCOMB, DK ^{[1
]}

机构：

[1] NYU, NEW YORK, NY 10003 USA

来源：

JOURNAL OF BANKING & FINANCE | 1985年 / 9卷 / 03期

关键词：

D O I：

10.1016/0378-4266(85)90043-3

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：443 / 460

页数：18

共 19 条

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