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Search: subject:"industry baskets"
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industry baskets
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market model
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misspecification
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robust estimation
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Coutts, J. Andrew
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Mills, Terence
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The European Journal of Finance
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Misspecification testing and robust estimation of the market model: estimating betas for the FT-SE
industry
baskets
Mills, Terence
;
Coutts, J. Andrew
- In:
The European Journal of Finance
2
(
1996
)
4
,
pp. 319-331
Using daily data on the London Stock Exchange's FT-SE
industry
baskets
, this paper subjects the market model to a set …
Persistent link: https://www.econbiz.de/10009213936
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