Systematic risk and market microstructure in a market under conditions of economic crisis. The case of the Athens Stock Exchange.
The objective of this task is to examine the estimation of systematic risk (often called Beta coefficient) in its relation to some market microstructure phenomena such as thin trading, the so-called intervalling effect, and the effect of changing the starting period in calculating asset returns in a...
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| Language: | English |
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2018
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| Online Access: | http://hdl.handle.net/11610/18424 |
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