Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence

Author： Brooks Robert D.   Faff Robert W.   Fry Tim R. L.   Bissoondoyal-Bheenick E.  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.15, Iss.18, 2005-12, pp. : 1251-1258

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