Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence

Research output: Contribution to journal › Article › Research › peer-review

7 Citations (Scopus)

Original language	English
Pages (from-to)	1251 - 1258
Number of pages	8
Journal	Applied Financial Economics
Volume	15
Issue number	18
DOIs	https://doi.org/10.1080/09603100500396585
Publication status	Published - 2005

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title = "Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence",

author = "Brooks, \{Robert Darren\} and Faff, \{Robert W\} and Fry, \{Tim R L\} and Emawtee Bissoondoyal-Bheenick",

year = "2005",

doi = "10.1080/09603100500396585",

language = "English",

volume = "15",

pages = "1251 -- 1258",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor \& Francis",

number = "18",

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AU - Brooks, Robert Darren

AU - Faff, Robert W

AU - Fry, Tim R L

AU - Bissoondoyal-Bheenick, Emawtee

PY - 2005

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JO - Applied Financial Economics

JF - Applied Financial Economics

IS - 18

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