Please use this identifier to cite or link to this item:
https://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 | Citation: | 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.
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.