Karathanassis, G.; Patsos, C.; Glezakos, M. - In: Managerial Finance 25 (1999) 8, pp. 39-51
Outlines the special characteristics of the Athens stock exchange which may cause misspecification in the simple market model and make Dimson type models more appropriate. Refers to previous research on then and nonsynchronous trading, discusses the methodological issues involved and applies...