Beta estimation for thinly traded shares: A bootstrap approach

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Bibliographic Details
Main Authors: Hui, T.-K., Kwan, K.-C., Lim, K.-L.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2013
Subjects:
OLS
Online Access:http://scholarbank.nus.edu.sg/handle/10635/45073
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-450732024-11-14T14:23:58Z Beta estimation for thinly traded shares: A bootstrap approach Hui, T.-K. Kwan, K.-C. Lim, K.-L. FINANCE & ACCOUNTING DECISION SCIENCES beta bias bootstrapping market model OLS thinly traded shares Omega 18 3 329-333 OMEGA 2013-10-10T05:02:44Z 2013-10-10T05:02:44Z 1990 Article 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. 03050483 http://scholarbank.nus.edu.sg/handle/10635/45073 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic beta
bias
bootstrapping
market model
OLS
thinly traded shares
spellingShingle beta
bias
bootstrapping
market model
OLS
thinly traded shares
Hui, T.-K.
Kwan, K.-C.
Lim, K.-L.
Beta estimation for thinly traded shares: A bootstrap approach
description Omega
author2 FINANCE & ACCOUNTING
author_facet FINANCE & ACCOUNTING
Hui, T.-K.
Kwan, K.-C.
Lim, K.-L.
format Article
author Hui, T.-K.
Kwan, K.-C.
Lim, K.-L.
author_sort Hui, T.-K.
title Beta estimation for thinly traded shares: A bootstrap approach
title_short Beta estimation for thinly traded shares: A bootstrap approach
title_full Beta estimation for thinly traded shares: A bootstrap approach
title_fullStr Beta estimation for thinly traded shares: A bootstrap approach
title_full_unstemmed Beta estimation for thinly traded shares: A bootstrap approach
title_sort beta estimation for thinly traded shares: a bootstrap approach
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/45073
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