The DOI matches its Crossref record.
Estimating betas from nonsynchronous data
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cited by
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
(1997) · RePEc: Research Papers in Economics · Cited by 4,621
Correlations in price changes and volatility across international stock markets
Hamao, Y., Masulis, R. W., & Ng, V. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.281 · Cited by 1,926
Size-related anomalies and stock return seasonality
Keim, D. B. (1983) · Journal of Financial Economics · doi:10.1016/0304-405x(83)90025-9 · Cited by 1,801
Predictable Risk and Returns in Emerging Markets
Harvey, C. R. (1995) · Review of Financial Studies · doi:10.1093/rfs/8.3.773 · Cited by 982
IQ, trading behavior, and performance
Grinblatt, M., Keloharju, M., & Linnainmaa, J. T. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.05.016 · Cited by 428
CHEN, S., MIAO, B., & SHEVLIN, T. (2015) · Journal of Accounting Research · doi:10.1111/1475-679x.12094 · Cited by 343
Market efficiency and the returns to technical analysis
Bessembinder, H., & Chan, K. (1998) · Financial Management · doi:10.2307/3666289 · Cited by 324
The profitability of technical trading rules in the Asian stock markets
Bessembinder, H., & Chan, K. (1995) · Pacific-Basin Finance Journal · doi:10.1016/0927-538x(95)00002-3 · Cited by 324
Tests of Technical Trading Strategies in the Emerging Equity Markets of Latin America and Asia
Ratner, M., & Leal, R. P. C. (1999) · Journal of Banking & Finance · doi:10.1016/s0378-4266(99)00042-4 · Cited by 243
Bollerslev, T., Li, S. Z., & Todorov, V. (2016) · Journal of Financial Economics · doi:10.1016/j.jfineco.2016.02.001 · Cited by 180
Metadata
- Authors
- Scholes, M., & Williams, J.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1977-12
- Volume
- 5
- Issue
- 3
- Pages
- 309-327
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2043619364
- Cited by
- 2,743
- References
- 0
- FWCI
- 21.99
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.