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Thin Trading and Betas Risk Estimators in an Emerging Country: The Case of the Tunisian Stock Market (Transactions Manquantes Et Mesure Du Risque Des Titres Cotés Sur Le Marché Boursier Tunisien)

https://doi.org/10.2139/ssrn.1044462
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32/32 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 32 checked references that resolve
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THIN TRADING AND THE ESTIMATION OF BETAS: THE EFFICACY OF ALTERNATIVE TECHNIQUES
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A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns
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Improved beta estimation on the Johannesburg Stock Exchange: A simulation study
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ALTERNATIVE BETA RISK ESTIMATORS IN EMERGING MARKETS: THE LATIN AMERICAN CASE
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Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence
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THE RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND THE EFFECT OF THINNESS IN SECURITIES MARKETS
resolves10.1016/0304-405x(79)90013-8
Risk measurement when shares are subject to infrequent trading
resolves10.1086/259723
Risk, Return, and Equilibrium
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Some New Stock-Market Indexes
resolves10.1016/0304-405x(83)90039-9
Risk measurement when shares are subject to infrequent trading
resolves10.1111/j.1475-6803.1989.tb00098.x
A BIAS‐CORRECTING PROCEDURE FOR BETA ESTIMATION IN THE PRESENCE OF THIN TRADING
resolves10.2307/2329643
Evidence on the Information Content of Accounting Numbers: Accounting-Based and Market-Based Estimates of Systematic Risk
resolves10.1086/260910
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
resolves10.1016/j.mulfin.2006.04.001
Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan
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Measuring True Stock Index Value in the Presence of Infrequent Trading
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A transactions data analysis of nonsynchronous trading
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Trading patterns, bid-ask spreads, and estimated security returns
resolves10.1007/bf02407008
The extent of nonstationarity of beta
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Some Relations Between Volatility and Serial Correlations in Stock Market Returns
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The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
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An econometric analysis of nonsynchronous trading
resolves10.1111/j.1540-6261.1986.tb04507.x
Adjusting for Beta Bias: An Assessment of Alternate Techniques: A Note
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Portfolio return autocorrelation
resolves10.2307/2330765
Portfolio Serial Correlation and Nonsynchronous Trading
resolves10.1016/0304-405x(77)90041-1
Estimating betas from nonsynchronous data
resolves10.2139/ssrn.966063
Thin-Trading Effects in Beta: Bias v. Estimation Error
resolves10.1287/mnsc.9.2.277
A Simplified Model for Portfolio Analysis
resolves10.1111/j.1540-6261.1964.tb02865.x
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
resolves10.2307/2331010
The Dynamics of Stock Index and Stock Index Futures Returns
The 9 references without a DOI — listed, not checked
no DOI — not checkedref6
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no DOI — not checkedOn the Existence of Serial Correlation in an Efficient Securities Market
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no DOI — not checkedref31
no DOI — not checkedref34
no DOI — not checkedTesting Simple Versus Dimson Market Models: The Case of the Athens Stocks Exchange
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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