Handling missing prices in a thinly traded stock market: Implications for the specification of event study methods

DOI10.1016/S0377-2217(96)00268-8zbMath0922.90014MaRDI QIDQ1280134

Juha-Pekka Kallunki

Publication date: 1997

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

simulationstock returnsfinance

Mathematics Subject Classification ID

Cites Work

• Thin trading and estimation of systematic risk: An application of an error-correction model

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