Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/45073
Title: Beta estimation for thinly traded shares: A bootstrap approach
Authors: Hui, T.-K. 
Kwan, K.-C. 
Lim, K.-L.
Keywords: beta
bias
bootstrapping
market model
OLS
thinly traded shares
Issue Date: 1990
Source: Hui, T.-K.,Kwan, K.-C.,Lim, K.-L. (1990). Beta estimation for thinly traded shares: A bootstrap approach. Omega 18 (3) : 329-333. ScholarBank@NUS Repository.
Abstract: A relatively new technique called "The Bootstrap" is suggested in this paper and it is found that the bootstrap technique outperforms the other techniques in the beta estimation of thinly traded shares. © 1990.
Source Title: Omega
URI: http://scholarbank.nus.edu.sg/handle/10635/45073
ISSN: 03050483
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

77
checked on Dec 15, 2017

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.