Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/45073
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dc.titleBeta estimation for thinly traded shares: A bootstrap approach
dc.contributor.authorHui, T.-K.
dc.contributor.authorKwan, K.-C.
dc.contributor.authorLim, K.-L.
dc.date.accessioned2013-10-10T05:02:44Z
dc.date.available2013-10-10T05:02:44Z
dc.date.issued1990
dc.identifier.citationHui, 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.
dc.identifier.issn03050483
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/45073
dc.description.abstractA 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.
dc.sourceScopus
dc.subjectbeta
dc.subjectbias
dc.subjectbootstrapping
dc.subjectmarket model
dc.subjectOLS
dc.subjectthinly traded shares
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.contributor.departmentFINANCE & ACCOUNTING
dc.description.sourcetitleOmega
dc.description.volume18
dc.description.issue3
dc.description.page329-333
dc.description.codenOMEGA
dc.identifier.isiutNOT_IN_WOS
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