Beta estimation for thinly traded shares: A bootstrap approach

• Main Authors: Hui, T.-K., Kwan, K.-C., Lim, K.-L.
• Other Authors: FINANCE & ACCOUNTING
• Format: Article
• Published: 2013
• Subjects: beta; bias; bootstrapping; market model; OLS; thinly traded shares
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/45073
• Institution: National University of Singapore

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