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

[61] SMITHERS PJ, 1977, LONDON SHARE PRICE D

[62] *STOCK EXCH, 1980, 1979 STOCK EXCH FACT

[63] Theil H., 1971, PRINCIPLES ECONOMETR

[64] Theobald M., 1980, J BUSINESS FINANCE A, V7, P49

[65] THEOBALD M, 1978, ACCOUNTING BUSINESS, V9, P82

[66] TRIPPI RR, 1977, J ECON BUS, V29, P93

[67] NOTE ON USING CROSS-SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS [J]. JOURNAL OF FINANCE, 1973, 28 (05) : 1233 - 1239

[61] SMITHERS PJ, 1977, LONDON SHARE PRICE D

[62] *STOCK EXCH, 1980, 1979 STOCK EXCH FACT

[63] Theil H., 1971, PRINCIPLES ECONOMETR

[64] Theobald M., 1980, J BUSINESS FINANCE A, V7, P49

[65] THEOBALD M, 1978, ACCOUNTING BUSINESS, V9, P82

[66] TRIPPI RR, 1977, J ECON BUS, V29, P93

[67] NOTE ON USING CROSS-SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS [J]. JOURNAL OF FINANCE, 1973, 28 (05) : 1233 - 1239