Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices

• 期刊名称Journal of Empirical Finance
• 作者Perron, Pierre; Chun, Sungju; Vodounou, Cosme
• 卷第20卷
• 印刷ISSN0927-5398
• 文件大小404.61KB
• 发表时间2013-1
• DOI10.1016/j.jempfin.2012.10.002
• 页码42-62