Search Results - subject:"Beta Coefficient"

Enterprise risk exposure estimation by use of corporate finance tools in Ukraine

Kerimov, Pavlo - In: Economy and forecasting : scientific journal (2019) 3, pp. 29-44

Persistent link: https://www.econbiz.de/10013161521

Risk determination for manufacturing micro-companies in Mexico

Flores Sánchez, Edgar Mauricio; Rodríguez Batres, Axel; … - In: Análisis económico 34 (2019) 87, pp. 149-176

Persistent link: https://www.econbiz.de/10012496910

Statistical inference for the beta coefficient

Bodnar, Taras; Gupta, Arjun K.; Vitlinskyi, Valdemar; … - In: Risks : open access journal 7 (2019) 2/56, pp. 1-14

The beta coefficient plays a crucial role in finance as a risk measure of a portfolio in comparison to the benchmark … portfolio. In the paper, we investigate statistical properties of the sample estimator for the beta coefficient. Assuming that … distributed, we provide the finite sample and the asymptotic distributions of the sample estimator for the beta coefficient. These …

Persistent link: https://www.econbiz.de/10012019030

Active and interdisciplinary approach to teach corporate finance

Lee, Cheng F. - In: Review of Pacific Basin financial markets and policies … 25 (2022) 3, pp. 1-31

Persistent link: https://www.econbiz.de/10013371017

Investigation of the financial stability of S&P 500 using realized volatility and stock returns distribution

Akter, Nahida; Nobi, Ashadun - In: Journal of Risk and Financial Management 11 (2018) 2, pp. 1-10

distribution and frequency distribution for both daily stock returns and volatility. We also determined the beta-coefficient and … correlation among the stocks for 15 years and found that, during the crisis period, the beta-coefficient between the market index …

Persistent link: https://www.econbiz.de/10012611010

Investigation of the financial stability of S&P 500 using realized volatility and stock returns distribution

Akter, Nahida; Nobi, Ashadun - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10011856960

Investment, financing, dividend, and production policies : review and integration

Lee, Cheng F.; Lee, Alice C. - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150018-1-2150018-48

Persistent link: https://www.econbiz.de/10012657778

Quantification of the systematic risk in industries

Majdúchová, Helena; Siváková, Bernadeta; … - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 7, pp. 602-617

Persistent link: https://www.econbiz.de/10012151847

Firm size effects on stock returns in mergers and acquisitions in Asian emerging markets

Ma, Jianyu; Chu, Yun; Beaves, Robert - In: International journal of business and systems research … 14 (2020) 4, pp. 398-410

Persistent link: https://www.econbiz.de/10012506073

Meaning and problems of identification of beta coefficient when valuing financial institutions

Hrdý, Milan; Pláničková, Markéta - In: Prague economic papers : a bimonthly journal of … 28 (2019) 4, pp. 479-495

Persistent link: https://www.econbiz.de/10012130988