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- W2093913227 abstract "We investigate the effect standard time series β‐adjustments have on the OLS‐β. We report that most changes are not statistically significant and the β‐adjustments appear to have no relationship to the extent of thin trading. Researchers using β face the difficult choice of using an estimate known to be biased by thin trading, or making an adjustment that may not be statistically significant." @default.
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- W2093913227 date "2005-12-01" @default.
- W2093913227 modified "2023-10-14" @default.
- W2093913227 title "The Impact of Thin Trading Adjustments on Australian Beta Estimates" @default.
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- W2093913227 doi "https://doi.org/10.1108/10309610580000679" @default.
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