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Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence
Brooks, Robert D., Faff, Robert W., Fry, Tim R. L., Bissoondoyal-Bheenick, E.Volume:
15
Langue:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100500396585
Date:
December, 2005
Fichier:
PDF, 131 KB
english, 2005