在接下来的一个星期里,要读下面三篇文章,先贴出来,有兴趣的一起读;
1. Scholes, M. and J. Williams (1977). "Estimating betas from nonsynchronous data." Journal of Financial Economics 5(3): 309-327.
2. Dimson, E. (1979). "Risk measurement when shares are subject to infrequent trading." Journal of Financial Economics 7(2): 197-226.
3. Fowler, D. J. and C. H. Rorke (1983). "Risk measurement when shares are subject to infrequent trading:: Comment." Journal of Financial Economics 12(2): 279-283.
注意:以后我会在这里进行更新 https://bbs.pinggu.org/thread-1177246-1-1.html