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Brooks, Robert D.
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Censoring and its impact on multivariate testing of the Capital Asset Pricing Model
Brooks, Robert D.
;
Faff, Robert W.
;
Fry, Tim R.L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10007650772
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2
Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence
Brooks, Robert D.
;
Faff, Robert W.
;
Fry, Tim R.L.
; …
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1251-1258
Persistent link: https://www.econbiz.de/10007637554
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