Thin Trading Effects in Beta: Bias v Estimation Error

Piet Sercu, Martina Vandebroek, Tom Vinaimont

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1196-1219
Journal	Journal of Business Finance and Accounting
Volume	35
Publication status	Published - 2008

Cite this

@article{f2b05a9e4acf4d31a2cb8b06e527af36,

title = "Thin Trading Effects in Beta: Bias v Estimation Error",

author = "Piet Sercu and Martina Vandebroek and Tom Vinaimont",

year = "2008",

language = "English",

volume = "35",

pages = "1196--1219",

journal = "Journal of Business Finance and Accounting",

issn = "0306-686X",

publisher = "Wiley Blackwell",

}