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Estimating betas from nonsynchronous data

19772,841 citationsJournal Article

Authors

Myron S. Scholes · University of Chicago

Joseph Williams · University of Chicago

Topics & Keywords

Financial Risk and Volatility Modeling Stock Market Forecasting Methods Financial Markets and Investment Strategies

Publication Details

Published in: Journal of Financial Economics

Volume 5, Issue 3, pp. 309-327

DOI: 10.1016/0304-405x(77)90041-1

Field-Weighted Citation Impact: 22.05

Estimating betas from nonsynchronous data | Researchclopedia