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NON-REPRESENTATIVE TRADING FREQUENCIES AND THE DETECTION OF ABNORMAL PERFORMANCE
被引:2
作者
:
ATCHISON, MD
论文数:
0
引用数:
0
h-index:
0
ATCHISON, MD
机构
:
来源
:
JOURNAL OF FINANCIAL RESEARCH
|
1986年
/ 9卷
/ 04期
关键词
:
D O I
:
10.1111/j.1475-6803.1986.tb00467.x
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:343 / 348
页数:6
相关论文
共 8 条
[1]
USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
BROWN, SJ
WARNER, JB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
WARNER, JB
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
: 3
-
31
[2]
BROWN SJ, 1980, J FINANCIAL EC, V8, P105
[3]
RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING
DIMSON, E
论文数:
0
引用数:
0
h-index:
0
机构:
London Business School, London
DIMSON, E
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(02)
: 197
-
226
[4]
RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING - COMMENT
FOWLER, DJ
论文数:
0
引用数:
0
h-index:
0
FOWLER, DJ
RORKE, CH
论文数:
0
引用数:
0
h-index:
0
RORKE, CH
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(02)
: 279
-
283
[5]
INTERTEMPORAL CAPITAL ASSET PRICING MODEL
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
MERTON, RC
[J].
ECONOMETRICA,
1973,
41
(05)
: 867
-
887
[6]
OPTIMUM CONSUMPTION AND PORTFOLIO RULES IN A CONTINUOUS-TIME MODEL
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MERTON, RC
[J].
JOURNAL OF ECONOMIC THEORY,
1971,
3
(04)
: 373
-
413
[7]
ESTIMATING BETAS FROM NONSYNCHRONOUS DATA
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
SCHOLES, M
WILLIAMS, J
论文数:
0
引用数:
0
h-index:
0
WILLIAMS, J
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(03)
: 309
-
327
[8]
SCHOLES M, 1976, UNPUB ESTIMATING BET
←
1
→
共 8 条
[1]
USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES
BROWN, SJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
BROWN, SJ
WARNER, JB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,ROCHESTER,NY 14627
UNIV ROCHESTER,ROCHESTER,NY 14627
WARNER, JB
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
: 3
-
31
[2]
BROWN SJ, 1980, J FINANCIAL EC, V8, P105
[3]
RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING
DIMSON, E
论文数:
0
引用数:
0
h-index:
0
机构:
London Business School, London
DIMSON, E
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(02)
: 197
-
226
[4]
RISK MEASUREMENT WHEN SHARES ARE SUBJECT TO INFREQUENT TRADING - COMMENT
FOWLER, DJ
论文数:
0
引用数:
0
h-index:
0
FOWLER, DJ
RORKE, CH
论文数:
0
引用数:
0
h-index:
0
RORKE, CH
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1983,
12
(02)
: 279
-
283
[5]
INTERTEMPORAL CAPITAL ASSET PRICING MODEL
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
MERTON, RC
[J].
ECONOMETRICA,
1973,
41
(05)
: 867
-
887
[6]
OPTIMUM CONSUMPTION AND PORTFOLIO RULES IN A CONTINUOUS-TIME MODEL
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MERTON, RC
[J].
JOURNAL OF ECONOMIC THEORY,
1971,
3
(04)
: 373
-
413
[7]
ESTIMATING BETAS FROM NONSYNCHRONOUS DATA
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
SCHOLES, M
WILLIAMS, J
论文数:
0
引用数:
0
h-index:
0
WILLIAMS, J
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(03)
: 309
-
327
[8]
SCHOLES M, 1976, UNPUB ESTIMATING BET
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1
→