Mantsios, Georgios; Xanthopoulos, Stylianos - In: International Journal of Business and Economic Sciences … 9 (2016) 1, pp. 19-26
Purpose - The intervalling effect bias of beta refers to the sensitivity of beta estimation with respect to the …. The purpose of this paper is to study the intervalling effect bias within an environment and during a sample period that … portfolio. Findings - The intensity of the intervalling effect bias was very pronounced during this sample period with regard to …