On the impact of infrequent trading on the APT systematic risk components -- evidence from a thin security market
From MaRDI portal
Publication:1266558
DOI10.1016/0377-2217(94)00176-6zbMath0913.90020OpenAlexW2060607561MaRDI QIDQ1266558
Paavo Yli-Olli, Teppo Martikainen, Jukka Perttunen, Angappa Gunasekaran
Publication date: 7 October 1998
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(94)00176-6
This page was built for publication: On the impact of infrequent trading on the APT systematic risk components -- evidence from a thin security market