Beta measurement with high frequency returns
Bao Doan, John B. Lee, Qianqiu Liu, Jonathan J. Reeves
| Year of publication: |
2022
|
|---|---|
| Authors: | Bao Doan ; Lee, John B. ; Liu, Qianqiu ; Reeves, Jonathan J. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-6
|
| Subject: | CAPM | Measurement error | Realized betas | Systematic risk | Betafaktor | Beta risk | Statistischer Fehler | Statistical error | Messung | Measurement | Kapitaleinkommen | Capital income | Risiko | Risk | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102632 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459130