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...
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 |
Similar Items
-
Systematic Risk on Istanbul Stock Exchange: Traditional Beta Coefficient Versus Downside Beta Coefficient
by: Gülfen TUNA, et al.
Published: (2013-03-01) -
Beta through the prism of wavelets
by: Aasif Shah, et al.
Published: (2018-08-01) -
The Empirical Study on Beta Decomposition - Evidence from Cross-section Industries of Taiwan Stock Market
by: 王裕群, et al. -
Mengukur Risiko dan Atraktivitas Investasi Infrastruktur di Indonesia
by: Andreas Wibowo
Published: (2006-07-01) -
Measuring Expected Returns in a Fluid Economic Environment
by: Evans, Donald C. III
Published: (2011)