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 & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 30.2014, p. 153-171
|
Subject: | OLS estimation | Robust M estimation | Stock beta | Equity cost of capital | Pharmaceutical industry | USA | United States | Pharmaindustrie | Kapitaleinkommen | Capital income | Schätzung | Estimation | Betafaktor | Beta risk | CAPM | Börsenkurs | Share price | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Kapitalkosten | Cost of capital |
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