THE STABILITY OF UK RISK MEASURES AND THE PROBLEM OF THIN TRADING

[1] ON THE ESTIMATION AND STABILITY OF BETA [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1980, 15 (01) : 123 - 137

[2] COMPARATIVE ANALYSIS OF RISK MEASURES - FRANCE AND UNITED-STATES [J]. JOURNAL OF FINANCE, 1974, 29 (05) : 1495 - 1511

[3] ASSESSMENT OF RISK - SOME FURTHER CONSIDERATIONS [J]. JOURNAL OF FINANCE, 1974, 29 (05) : 1491 - 1494

[4] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[5] Blume M. E., 1968, THESIS U CHICAGO

[6] ASSESSMENT OF RISK [J]. JOURNAL OF FINANCE, 1971, 26 (01) : 1 - 10

[7] BETAS AND THEIR REGRESSION TENDENCIES [J]. JOURNAL OF FINANCE, 1975, 30 (03) : 785 - 795

[8] BREALEY RA, 1970, J BUS FINAN, V2, P29

[9] BREALEY RA, 1978, INVESTMENT ANAL, V52, P19

[10] BREALEY RA, 1969, INVEST ANAL, V24, P3

[1] ON THE ESTIMATION AND STABILITY OF BETA [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1980, 15 (01) : 123 - 137

[2] COMPARATIVE ANALYSIS OF RISK MEASURES - FRANCE AND UNITED-STATES [J]. JOURNAL OF FINANCE, 1974, 29 (05) : 1495 - 1511

[3] ASSESSMENT OF RISK - SOME FURTHER CONSIDERATIONS [J]. JOURNAL OF FINANCE, 1974, 29 (05) : 1491 - 1494

[4] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[5] Blume M. E., 1968, THESIS U CHICAGO

[6] ASSESSMENT OF RISK [J]. JOURNAL OF FINANCE, 1971, 26 (01) : 1 - 10

[7] BETAS AND THEIR REGRESSION TENDENCIES [J]. JOURNAL OF FINANCE, 1975, 30 (03) : 785 - 795

[8] BREALEY RA, 1970, J BUS FINAN, V2, P29

[9] BREALEY RA, 1978, INVESTMENT ANAL, V52, P19

[10] BREALEY RA, 1969, INVEST ANAL, V24, P3