A different approach to estimating betas of securities subject to thin trading and serial correlation
Peijie Wang and Trefor Jones
| Year of publication: |
2005
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|---|---|
| Authors: | Wang, Peijie ; Jones, Trefor T. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 16, p. 1145-1152
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| Subject: | Betafaktor | Beta risk | Korrelation | Correlation | Schätzung | Estimation | Kointegration | Cointegration | CAPM | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003213513