Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices
| Year of publication: |
2013
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|---|---|
| Authors: | Perron, Pierre ; Chun, Sungju ; Vodounou, Cosme |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 20.2013, p. 42-62
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