Estimating Systematic Risk – The Return Interval and Estimation Period Issues Evidence from Malaysia 2000-2006
Estimating the beta coefficient is central to the CAPM concept of rewarding the investors according to the systematic risk of an asset. However, while the concept is intuitively appealing, the estimation is biased by measurement issues such as thin trading, regression tendency, stability and choice...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
INTI International University
2009
|
| Subjects: | |
| Online Access: | http://eprints.intimal.edu.my/1511/1/2009_p44.pdf http://eprints.intimal.edu.my/1511/ https://intijournal.intimal.edu.my/intijournal.htm |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|