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Heteroscedasticity and interval effects in estimating beta: UK evidence

Armitage, Seth; Brzeszczynski, Janusz - In: Applied Financial Economics 21 (2011) 20, pp. 1525-1538

The article compares beta estimates obtained from Ordinary Least Squares (OLS) regression with estimates corrected for heteroscedasticity of the error term using Autoregressive Conditional Heteroscedasticity (ARCH) models, for 145 UK shares. The differences are mainly less than 0.10, for betas...

Persistent link: https://www.econbiz.de/10009278647

Returns after personal tax on UK equity and gilts, 1919-1998

Armitage, Seth - In: The European journal of finance 10 (2004) 1, pp. 23-43

Persistent link: https://www.econbiz.de/10005926540

The Direct Costs of UK Rights Issues and Open Offers

Armitage, Seth - In: European financial management : the journal of the … 6 (2000) 1, pp. 57-68

Persistent link: https://www.econbiz.de/10005955628

Corporate disclosure, cost of capital and reputation: Evidence from finance directors

Armitage, Seth; Marston, Claire - In: The British accounting review : the journal of the … 40 (2008) 4, pp. 314-336

Persistent link: https://www.econbiz.de/10008150282

Comment on 'earnings management around UK open offers'

Armitage, Seth; Capstaff, John - In: The European journal of finance 15 (2009) 1, pp. 53-60

Persistent link: https://www.econbiz.de/10008163703

Block Buying and Choice of Issue Method in UK Seasoned Equity Offers

Armitage, Seth - In: Journal of business finance & accounting : JBFA 37 (2010) 3, pp. 422-449

Persistent link: https://www.econbiz.de/10008412492

Comment on 'earnings management around UK open offers'

Armitage, Seth; Capstaff, John - In: The European journal of finance 15 (2009) 1-2, pp. 53-60

Persistent link: https://www.econbiz.de/10008229787

Event Study Methods and Evidence on their Performance

Armitage, Seth - In: Journal of economic surveys 9 (1995) 1, pp. 25-52

Persistent link: https://www.econbiz.de/10007707492

Discounts in Placing Pre-renounced Shares in Rights Issues

Armitage, Seth - In: Journal of business finance & accounting : JBFA 34 (2007) 7-8, pp. 1345

Persistent link: https://www.econbiz.de/10007860702

Demand for Dividends: The Case of UK Water Companies

Armitage, Seth - In: Journal of business finance & accounting : JBFA 39 (2012) 3, pp. 464-500

Persistent link: https://www.econbiz.de/10009960348