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

[51] ROSENBERG B, 1975, NOV P SEM AN SEC PRI, P85

[52] SCHAEFER SM, 1975, INT CAPITAL MARKETS

[53] COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 129 - 147

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

[55] STOCK-EXCHANGE SEATS AS CAPITAL ASSETS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (01) : 51 - 78

[56] Sharpe W.F., 1972, FINANCIAL ANAL J, V28, P46

[57] CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK [J]. JOURNAL OF FINANCE, 1964, 19 (03) : 425 - 442

[58] A SIMPLIFIED MODEL FOR PORTFOLIO ANALYSIS [J]. MANAGEMENT SCIENCE, 1963, 9 (02) : 277 - 293

[59] SHARPE WF, 1974, 183 STANF U GRAD SCH

[60] SMITHERS PJ, 1980, LBS FINANCIAL DATABA

[51] ROSENBERG B, 1975, NOV P SEM AN SEC PRI, P85

[52] SCHAEFER SM, 1975, INT CAPITAL MARKETS

[53] COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 129 - 147

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

[55] STOCK-EXCHANGE SEATS AS CAPITAL ASSETS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (01) : 51 - 78

[56] Sharpe W.F., 1972, FINANCIAL ANAL J, V28, P46

[57] CAPITAL-ASSET PRICES - A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK [J]. JOURNAL OF FINANCE, 1964, 19 (03) : 425 - 442

[58] A SIMPLIFIED MODEL FOR PORTFOLIO ANALYSIS [J]. MANAGEMENT SCIENCE, 1963, 9 (02) : 277 - 293

[59] SHARPE WF, 1974, 183 STANF U GRAD SCH

[60] SMITHERS PJ, 1980, LBS FINANCIAL DATABA