Market Serial Correlation on a Small Security Market: A Note

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Some New Stock-Market Indexes

1966 • 558 citations

Nonsynchronous Security Trading and Market Index Autocorrelation

1987 • 214 citations

Implications of Microstructure Theory for Empirical Research on Stock Price Behavior

1980 • 172 citations

Portfolio Serial Correlation and Nonsynchronous Trading

1985 • 62 citations

The Weak-Form Efficiency of the Finnish and Scandinavian Stock Exchanges: A Comparative Note on Thin Trading

1983 • 21 citations

INVESTMENT HORIZON, DIVERSIFICATION, AND THE EFFICIENCY OF ALTERNATIVE BETA FORECASTS

1982 • 13 citations