THIN TRADING AND THE ESTIMATION OF BETAS: THE EFFICACY OF ALTERNATIVE TECHNIQUES

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Risk measurement when shares are subject to infrequent trading

1979 • 2,767 citations

Risk measurement when shares are subject to infrequent trading

1983 • 248 citations

The Stability of UK Risk Measures and The Problem of Thin Trading

1983 • 185 citations

Estimating and Adjusting for the Intervalling-Effect Bias in Beta

1983 • 154 citations

Equity Rights Issues and the Efficiency of the UK Stock Market

1979 • 142 citations

The effect of pre-emptive right amendments on shareholder wealth

1983 • 61 citations

A BIAS‐CORRECTING PROCEDURE FOR BETA ESTIMATION IN THE PRESENCE OF THIN TRADING

1989 • 28 citations