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The precision of asset beta estimates
Lesseig, Vance; Payne, Janet D. - In: International journal of managerial finance : IJMF 13 (2017) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10011699287
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Reexamination of estimating beta coecient as a risk measure in CAPM
Le Tan Phuoc; Kim, Kee S.; Su, Yingcai - In: Journal of Asian finance, economics and business : JAFEB 5 (2018) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10011917748
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The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016
Scheler, Fabian; Ecker, Frank; Werner, Jan - 2017
Persistent link: https://www.econbiz.de/10011921132
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Beta Estimation with Stock Return Outliers : The Case of U.S. Pharmaceutical Companies
Theodossiou, Alexandra K. - 2009
Efficient estimation of the equity cost of public corporations is an essential component of computing the required rate … relies on the CAPM model to define the return risk premium, and the OLS method to estimate the beta risk coefficient required … verified on a sample of U.S. pharmaceutical companies by comparing the OLS estimation performance with that of our proposed …
Persistent link: https://www.econbiz.de/10013159450
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Predicting stock returns with implied cost of capital : a partial least squares approach
Hoang, Khoa; Cannavan, Damien; Huang, Ronghong; Peng, … - In: Journal of financial markets 53 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013271976
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CAPM with fuzzy returns and hypothesis testing
Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Shapiro, A. F.; … - In: Insurance / Mathematics & economics 55 (2014), pp. 40-57
Persistent link: https://www.econbiz.de/10010366209
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Estimating and testing beta pricing models on industries
Hammami, Yacine; Lindahl, Anna - In: Journal of economics & business 69 (2013), pp. 45-63
Persistent link: https://www.econbiz.de/10010236663
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Estimating beta
Hollstein, Fabian; Prokopczuk, Marcel - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 4, pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
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Estimating Beta
Hollstein, Fabian - 2017
We conduct a comprehensive comparison of market beta estimation techniques. We study the performance of several …
Persistent link: https://www.econbiz.de/10012972381
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Estimating beta
Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 18 (2002) 2, pp. 95-118
Persistent link: https://www.econbiz.de/10001688738