Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies
Year of publication: |
2014
|
---|---|
Authors: | Theodossiou, Alexandra K. ; Theodossiou, Panayiotis |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 30.2014, C, p. 153-171
|
Publisher: |
Elsevier |
Subject: | OLS estimation | Robust M estimation | Stock beta | Equity cost of capital | Pharmaceutical industry |
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