Concepedia

Investment Basics XLVI. On estimating the beta coefficient

D. J. Bradfield

Investment Analysts Journal · 2003 · 31 citations · 18 references

DOI

Concepts

Abstract

(2003). Investment Basics XLVI. On estimating the beta coefficient. Investment Analysts Journal: Vol. 32, No. 57, pp. 47-53.

References

18

Risk measurement when shares are subject to infrequent trading

Elroy Dimson · Journal of Financial Economics · 1979 · 2.9K citations

, , +12

Estimating betas from nonsynchronous data

Myron S. Scholes, Joseph Williams · Journal of Financial Economics · 1977 · 2.8K citations

, , +6

ON THE ASSESSMENT OF RISK

Marshall E. Blume · The Journal of Finance · 1971 · 719 citations

, , +8

BETAS AND THEIR REGRESSION TENDENCIES

Marshall E. Blume · The Journal of Finance · 1975 · 522 citations

, , +9

A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS

Oldrich A Vasicek · The Journal of Finance · 1973 · 495 citations

, , +10