Sectoral differences in the choice of the time horizon during estimation of the unconditional stock beta
Year of publication: |
September 2016
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Authors: | Dadakas, Dimitrios ; Karpetis, Christos ; Fassas, Athanasios ; Varelas, Erotokritos G. |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 4.2016, 4, p. 1-13
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Subject: | stock beta | endogenous structural breaks | time horizon | Strukturbruch | Structural break | Betafaktor | Beta risk | Zeit | Time | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation | CAPM | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs4040025 [DOI] hdl:10419/167818 [Handle] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C22 - Time-Series Models ; C59 - Econometric Modeling. Other ; G12 - Asset Pricing ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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