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[1] DAMODARAN A, 1986, INFORMATION FREQUENC

[2] STOCHASTIC DEPENDENCE OF SECURITY PRICE CHANGES AND TRANSACTION VOLUMES - IMPLICATIONS FOR MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. ECONOMETRICA, 1976, 44 (02) : 305 - 321

[3] CROSS-SECURITY TESTS OF THE MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1986, 21 (01) : 39 - 46

[4] TRANSACTION DATA TESTS OF THE MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1987, 22 (02) : 127 - 141

[5] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[6] STOCK-PRICES AND HETEROSCEDASTICITY [J]. JOURNAL OF BUSINESS, 1976, 49 (04) : 496 - 508

[7] EQUILIBRIUM IN A CAPITAL ASSET MARKET [J]. ECONOMETRICA, 1966, 34 (04) : 768 - +

[8] COMPOUND EVENTS MODEL FOR SECURITY PRICES [J]. JOURNAL OF BUSINESS, 1967, 40 (03) : 317 - 335

[9] ARBITRAGE THEORY OF CAPITAL ASSET PRICING [J]. JOURNAL OF ECONOMIC THEORY, 1976, 13 (03) : 341 - 360

[10] ESTIMATING BETAS FROM NONSYNCHRONOUS DATA [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (03) : 309 - 327

[1] DAMODARAN A, 1986, INFORMATION FREQUENC

[2] STOCHASTIC DEPENDENCE OF SECURITY PRICE CHANGES AND TRANSACTION VOLUMES - IMPLICATIONS FOR MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. ECONOMETRICA, 1976, 44 (02) : 305 - 321

[3] CROSS-SECURITY TESTS OF THE MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1986, 21 (01) : 39 - 46

[4] TRANSACTION DATA TESTS OF THE MIXTURE OF DISTRIBUTIONS HYPOTHESIS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1987, 22 (02) : 127 - 141

[5] THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1965, 47 (01) : 13 - 37

[6] STOCK-PRICES AND HETEROSCEDASTICITY [J]. JOURNAL OF BUSINESS, 1976, 49 (04) : 496 - 508

[7] EQUILIBRIUM IN A CAPITAL ASSET MARKET [J]. ECONOMETRICA, 1966, 34 (04) : 768 - +

[8] COMPOUND EVENTS MODEL FOR SECURITY PRICES [J]. JOURNAL OF BUSINESS, 1967, 40 (03) : 317 - 335

[9] ARBITRAGE THEORY OF CAPITAL ASSET PRICING [J]. JOURNAL OF ECONOMIC THEORY, 1976, 13 (03) : 341 - 360

[10] ESTIMATING BETAS FROM NONSYNCHRONOUS DATA [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (03) : 309 - 327