TY  - JOUR
AB  - We investigate the effect standard time series β‐adjustments have on the OLS‐β. We report that most changes are not statistically significant and the β‐adjustments appear to have no relationship to the extent of thin trading. Researchers using β face the difficult choice of using an estimate known to be biased by thin trading, or making an adjustment that may not be statistically significant.
VL  - 18
IS  - 2
SN  - 1030-9616
DO  - 10.1108/10309610580000679
UR  - https://doi.org/10.1108/10309610580000679
AU  - Davidson Sinclair
AU  - Josev Thomas
PY  - 2005
Y1  - 2005/01/01
TI  - The Impact of Thin Trading Adjustments on Australian Beta Estimates
T2  - Accounting Research Journal
PB  - Emerald Group Publishing Limited
SP  - 111
EP  - 117
Y2  - 2024/05/06
ER  -