Оценка на бета коефициентите на публични дружества в България

The article analyzes the possibilities for calculating estimates for beta coefficients of publicly traded companies in the specific conditions of the Bulgarian capital market. A relevant methodology is presented and such estimates for the most liquid issues are calculated on the basis of an econometric procedure including a Blume-based correction.

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Year of publication:	2008
Authors:	Petranov, Stefan

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Type of publication:	Book / Working Paper
Language:	English ; Bulgarian
Notes:	Petranov, Stefan (2008): Оценка на бета коефициентите на публични дружества в България. Published in: Bulletin of the Financial Supervision Commission No. 6 (2008): pp. 3-11.
Classification:	C22 - Time-Series Models ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets
Source:	BASE

Persistent link: https://www.econbiz.de/10015261179