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Temporal aggregation and the estimation of the market price of risk

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  • Hawawini, Gabriel A.
  • Vora, Ashok

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  • Hawawini, Gabriel A. & Vora, Ashok, 1980. "Temporal aggregation and the estimation of the market price of risk," Economics Letters, Elsevier, vol. 5(2), pages 165-170.
    • Handle: RePEc:eee:ecolet:v:5:y:1980:i:2:p:165-170
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    Cited by:

    1. Gabriel A. Hawawini, 1980. "The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(2), pages 153-167, June.
    2. Hawawini, Gabriel, 1983. "Why beta shifts as the return interval changes," MPRA Paper 44893, University Library of Munich, Germany.

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