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 …

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 …

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 …

Beta coefficient is a measure of the investment or asset’s systematic risk in relation to the overall stock market. It … above the aim of this work was to determine the usefulness of the beta coefficient and in the different types of investments … calculation model to the characteristics of the market it was used on, it was found that beta coefficient is a useful measure in …

the asset's beta coefficient. This paper proposes a new method for estimating and drawing inferences from a time … an asset's beta coefficient can be unambiguously determined and the codependence between the beta coefficients of …