French, Jordan - In: Global tensions in financial markets, (pp. 1-18). 2018
amount of years to use in the estimation and which variation of the capital asset pricing beta provides the best results …-post constant beta is mispriced by 0.2 (developing) to 0.3 percent (developed). It is better to use short three-year estimation … windows with the market beta in developing economies and longer nine-year estimation windows with the adjusted beta in …