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

DOI10.1007/BF02282054zbMath0800.90052OpenAlexW2085441837MaRDI QIDQ1313164

Jukka Perttunen, Martti Luoma, Teppo Martikainen

Publication date: 26 January 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02282054

Mathematics Subject Classification ID

Related Items (2)

The structural relationship between financial ratios and capital asset pricing ⋮ Handling missing prices in a thinly traded stock market: Implications for the specification of event study methods

Cites Work

• On the riskiness of the world's stock markets

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