Beta controversies

The subjects of this paper are controversies about beta coefficient. Paper discussed problems with historical estimation of beta, as well time length of sample as choosing market index. In addition paper showed simplified regression calculation of beta for Pliva d.d. stocks in excel. Presented prob...

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Bibliographic Details
Main Authors: Силвије Орсаг, Дејан Микеревић
Format: Article
Language:English
Published: University of Banja Luka, Faculty of Economics 2016-02-01
Series:Acta Economica
Subjects:
Online Access:http://ae.ef.unibl.org/index.php/AE/article/view/39