Estimating betas from nonsynchronous data

Myron Scholes and Joseph Williams

Journal of Financial Economics, 1977, vol. 5, issue 3, 309-327

Date: 1977
References: Add references at CitEc
Citations: View citations in EconPapers (820)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-405X(77)90041-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:5:y:1977:i:3:p:309-327

Access Statistics for this article

Journal of Financial Economics is currently edited by G. William Schwert

More articles in Journal of Financial Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).