Risk measurement when shares are subject to infrequent trading

David J. Fowler, C. Harvey Rorke

DOI: 10.1016/0304-405x(83)90039-9

Journal of Financial Economics

Data up to Jan 2025

Published1983

Citations248

References2

Fields

Economics Mathematics Computer science Materials science Econometrics Actuarial science Financial economics

Total Citations Per Year

Abstract

References (2)

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Risk measurement when shares are subject to infrequent trading

1979 • 2,767 citations

Cited By (0)

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Risk measurement when shares are subject to infrequent trading (1983) – Journal of Financial Economics | Metascience Observatory Explorer