Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies
Alexandra K. Theodossiou; Panayiotis Theodossiou
| Year of publication: |
2014
|
|---|---|
| Authors: | Theodossiou, Alexandra K. ; Theodossiou, Panayiotis |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 30.2014, p. 153-171
|
| Subject: | OLS estimation | Robust M estimation | Stock beta | Equity cost of capital | Pharmaceutical industry | Pharmaindustrie | USA | United States | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Börsenkurs | Share price | Schätzung | Estimation | CAPM | Kleinste-Quadrate-Methode | Least squares method | Kapitalkosten | Cost of capital |
| Extent: | graph. Darst. |
|---|---|
| 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/10011293772