The Beta intervalling effect during a deep economic crisis - evidence from Greece
Purpose – The intervalling effect bias of beta refers to the sensitivity of beta estimation with respect to the reference time interval on which returns are measured and its manifestation may indicate the degree of market inefficiencies. The purpose of this paper is to study the intervalling effect...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Eastern Macedonia and Thrace Institute of Technology
2016-04-01
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| Series: | International Journal of Business and Economic Sciences Applied Research |
| Subjects: | |
| Online Access: | http://ijbesar.teiemt.gr/docs/volume9_issue1/beta_intervalling_effect.pdf |