Forecasting of the Malaysian Betas

• Main Authors: Ho, Catherine, Soke Fun, Chen, Yin Foo
• Format: Article
• Language: English
• Published: INTI International University 2009
• Subjects: H Social Sciences (General); HD Industries. Land use. Labor
• Online Access: http://eprints.intimal.edu.my/1508/1/2009_p1.pdf; http://eprints.intimal.edu.my/1508/; https://intijournal.intimal.edu.my/intijournal.htm
• Institution: INTI International University

Estimating beta is a straightforward application of the market model. However, investors are interested in the historical value of betas only in the hope of better able to forecast the probable future value. The issue of beta forecasting is explored using segmented Malaysian industries data. Four...