Thin Trading and the Estimation of Betas: the Efficacy of Alternative Techniques

C-Tier

Journal: Journal of Financial Research

Year: 1994

Volume: 17

Issue: 2

Pages: 241-254

Authors (2)

Jan Bartholdy Allan Riding (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count