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Friction in the trading process and the estimation of systematic risk

, , , , and . Journal of Financial Economics, 12 (2): 263--278 (August 1983)

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Externalities and welfare. Columbia studies in economics Columbia Univ. Press, New York u.a., (1972)Adjusting for the intervalling effect bias in beta : A Test using Paris Bourse Data, , and . Journal of Banking & Finance, 9 (3): 443--460 (September 1985)Friction in the trading process and the estimation of systematic risk, , , , and . Journal of Financial Economics, 12 (2): 263--278 (August 1983)The impact of designated market makers on security prices, , , , , and . Journal of Banking & Finance, 1 (3): 219--247 (November 1977)An analysis of the economic justification for consolidation in a secondary security market, , , and . Journal of Banking & Finance, 6 (1): 117--136 (March 1982)