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Thin trading, non-normality and the estimation of systematic risk on small stock markets
This thesis examines and extends research into two of the most important attributes of small stock markets, namely thin trading and non-normality, and how they impact on the estimation of systematic risk. Bearing these points in mind, the primary objective of the thesis is to offer concrete suggesti...
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| Format: | Thesis |
| Language: | English |
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Department of Philosophy
2024
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