Cohen, Kalman J.; Hawawini, Gabriel A.; Maier, Steven F.; … - In: Management Science 29 (1983) 1, pp. 135-148
"intervalling-effect" bias. In this paper, we present and empirically test two procedures for correcting this bias. The first is to … procedure is to infer the value of beta by adjusting OLS beta for cross-sectional differences in the intervalling effect as a …