1、<p>Estimating betas from nonsynchronous data </p><p><strong>Myron Scholes and Joseph Williams</strong></p><div class="authorsNoEnt"><div class="artihead" id="artihead"><a href="http://www.sciencedirect.com/science/journal/0304405X"><b>Journal of Financial Economics</b></a><br/><a href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235938%231977%23999949996%23308053%23FLP%23&amp;_cdi=5938&amp;_pubType=J&amp;view=c&amp;_auth=y&amp;_acct=C000055930&amp;_version=1&amp;_urlVersion=0&amp;_userid=2046845&amp;md5=fb41629c33aad77a97c58c00f10ed784">Volume 5, Issue 3</a>, December 1977, Pages 309-327 </div><div class="artihead"></div><div class="artihead">2、</div><div class="artihead"><p>Risk measurement when shares are subject to infrequent trading </p><p><strong>Elroy Dimson</strong></p><div class="artihead" id="artihead"><a href="http://www.sciencedirect.com/science/journal/0304405X"><b>Journal of Financial Economics</b></a><br/><a href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235938%231979%23999929997%23304638%23FLP%23&amp;_cdi=5938&amp;_pubType=J&amp;view=c&amp;_auth=y&amp;_acct=C000055930&amp;_version=1&amp;_urlVersion=0&amp;_userid=2046845&amp;md5=b59e9ca8c2090b7ab66b902174f2111d">Volume 7, Issue 2</a>, June 1979, Pages 197-226 </div></div></div>

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