articleTop 1% cited
Risk measurement when shares are subject to infrequent trading
Journal of Financial Economics · 1979 · Vol. 7(2) · pp. 197–226
Elroy Dimson✉(London Business School)
Financial Markets and Investment StrategiesFinancial Risk and Volatility ModelingMonetary Policy and Economic ImpactEconometricsEstimatorBETA (programming language)Share priceShares outstandingStock exchangeEconomicsSample (material)Financial economicsStatistics
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References
Asset returns and inflation
Journal of Financial Economics · 1977 · 2,750 citations
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
The Journal of Finance · 1964 · 17,333 citations
Estimating betas from nonsynchronous data
Journal of Financial Economics · 1977 · 2,840 citations
Risk, Return, and Equilibrium: Empirical Tests
Journal of Political Economy · 1973 · 14,974 citations
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
Econometrica · 1973 · 2,826 citations
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
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