只有摘要信息：

Estimating betas from nonsynchronous data

Myron Scholes and Joseph Williams^*

Nonsynchronous trading of securities introduces into the market model a potentially serious econometric problem of errors in variables. In this paper properties of the observed market model and associated ordinary least squares estimators are developed in detail. In addition, computationally convenient, consistent estimators for parameters of the market model are calculated and then applied to daily returns of securities listed in the NYSE and ASE.

谢谢你了，可惜只有摘要有些不够，我需要全文。太难找了