Misspecification testing and robust estimation of the market model : estimating betas for the FT-SE industry baskets
Year of publication: |
1996
|
---|---|
Authors: | Mills, Terence C. |
Other Persons: | Coutts, J. Andrew (contributor) |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 2.1996, 4, p. 319-331
|
Subject: | Aktienmarkt | Stock market | Aktienindex | Stock index | CAPM | Schätzung | Estimation | Theorie | Theory | Großbritannien | United Kingdom | 1986-1992 |
-
Mihm, Max, (2011)
-
Coutts, J. Andrew, (1997)
-
Beta risk estimation in stocks
Maniatis, Paraschos, (2006)
- More ...
-
The market model and the event study method: A synthesis of the econometric criticisms
Coutts, J. Andrew, (1994)
-
The market model and the event study method: A rejoinder
Coutts, J. Andrew, (1996)
-
Coutts, J. Andrew, (1997)
- More ...