Search Results - subject:"beta coefficient"

Application of Chow, Cusum and rolling window in testing stability of systematic risk of companies listed in WIG-ESG in 2019-2022

Mikołajek-Gocejna, Magdalena - In: Journal of banking and financial economics 20 (2023), pp. 1-29

The aim of the article is to analyze the stability of beta coeffi cients of companies listed in WIG-ESG. There are many studies on the stability of companies' systematic risk, but the literature and research lack an analysis of the stability of the beta coeffi cient for ESG companies. We...

Persistent link: https://www.econbiz.de/10014515083

Application of Chow, Cusum and rolling window in testing stability of systematic risk of companies listed in WIG-ESG in 2019-2022

Mikołajek-Gocejna, Magdalena - In: Journal of Banking and Financial Economics (JBFE) (2023) 20, pp. 1-29

Persistent link: https://www.econbiz.de/10015330025

Systematic risk of ESG companies listed on the Polish capital market in 2019-2022

Mikołajek-Gocejna, Magdalena - In: European research studies 25 (2022) 2, pp. 597-615

Persistent link: https://www.econbiz.de/10013532055

EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS

Janková, Zuzana; Doskočil, Radek - 2021

Exchange traded funds (ETFs) are one of the most popular and fastest growing classes of financial assets available in today's markets. Due to the significant increase in popularity, ETFs allow investors to diversify their portfolios through a basket of assets from different countries that are...

Persistent link: https://www.econbiz.de/10012426804

Estimation, instability, and non-stationarity of beta coefficients for twenty-four emerging markets in 2005-2021

Mikołajek-Gocejna, Magdalena - In: European research studies 24 (2021) 4, pp. 370-395

Persistent link: https://www.econbiz.de/10012667056

EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS

Janková, Zuzana; Doskočil, Radek - 2021

Persistent link: https://www.econbiz.de/10015335820

Modeling of economic convergence processes in Eastern Europe countries

Stavytskyy, Andriy; Kozub, Maryna B. - In: Mokslo darbai / Vilniaus Universitetas 99 (2020) 2, pp. 6-19

The article describes the features of the processes of economic convergence in the countries of Eastern Europe for the last 10 years. The analysis of β- and σ-convergence was carried out based on a system of macroeconomic indicators with 10 key parameters. The calculation of the direction and...

Persistent link: https://www.econbiz.de/10012318103

Statistical inference for the beta coefficient

Bodnar, Taras; Gupta, Arjun K.; Vitlinskyi, Valdemar; … - In: Risks 7 (2019) 2, pp. 1-14

The beta coefficient plays a crucial role in finance as a risk measure of a portfolio in comparison to the benchmark … portfolio. In the paper, we investigate statistical properties of the sample estimator for the beta coefficient. Assuming that … distributed, we provide the finite sample and the asymptotic distributions of the sample estimator for the beta coefficient. These …

Persistent link: https://www.econbiz.de/10013200474

Enterprise risk exposure estimation by use of corporate finance tools in Ukraine

Kerimov, Pavlo - In: Economy and forecasting : scientific journal (2019) 3, pp. 29-44

Persistent link: https://www.econbiz.de/10013161521

Risk determination for manufacturing micro-companies in Mexico

Flores Sánchez, Edgar Mauricio; Rodríguez Batres, Axel; … - In: Análisis económico 34 (2019) 87, pp. 149-176

Persistent link: https://www.econbiz.de/10012496910