The relationship between trading activity and the reliability of beta estimates
Subtitle: an application of the subordinated Stochastic process hypothesis
By: David A. Ziebart
Contributors: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1172; BEBR faculty working paper -- no. 1172.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1985
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 13
Notes: Includes bibliographical references.