@article {1972166,
	title = {Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas},
	journal = {Review of Asset Pricing Studies},
	year = {2014},
	month = {2014},
	keywords = {Finance},
	author = {Kalodimos,Jonathan and Gilbert,T. and Hrdlicka,C. and Siegel,S.}
}