Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas

Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas

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Veröffentlicht in:Review of asset pricing studies 2014-06, Vol.4 (1), p.78-117
Hauptverfasser: Gilbert, Thomas, Hrdlicka, Christopher, Kalodimos, Jonathan, Siegel, Stephan
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container_end_page 117
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container_title Review of asset pricing studies
container_volume 4
creator Gilbert, Thomas
Hrdlicka, Christopher
Kalodimos, Jonathan
Siegel, Stephan
description
doi_str_mv 10.1093/rapstu/rau001
format Article
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source Oxford University Press Journals All Titles (1996-Current)
title Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas
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