The author is grateful to Peter Brooke, Paul Docherty, Philip Gharghori, Egon Kalotay, Ping-Sheng Koh, Weimin Liu and seminar participants at Deakin University, Monash University, University of Western Australia and the Q-Group for useful discussions and comments on this paper. The paper has also benefited from the comments of David Gallagher (Finance editor) and two anonymous referees.
Stock weighting and nontrading bias in estimated portfolio returns
Article first published online: 12 FEB 2013
© 2013 The Authors Accounting and Finance © 2013 AFAANZ
Accounting & Finance
Volume 54, Issue 2, pages 467–503, June 2014
How to Cite
Gray, P. (2014), Stock weighting and nontrading bias in estimated portfolio returns. Accounting & Finance, 54: 467–503. doi: 10.1111/acfi.12014
- Issue published online: 3 JUN 2014
- Article first published online: 12 FEB 2013
- Manuscript Accepted: 6 JAN 2013
- Manuscript Received: 31 JUL 2012
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