Πλοήγηση Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής ανά Συγγραφέα "Λαμπούσης, Αθανάσιος Ι."
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Estimating betas in thinner markets : "the case of the Athens stock exchange"
Λαμπούσης, Αθανάσιος Ι. (2008-09-29)This paper examines the impact of the return interval on the beta estimate known as the “interval effect” which causes securities that are thinly traded to give biased OLS beta estimates. The present study covers a 5-year ... -
Estimating betas in thinner markets: "the case of the Athens Stock Exchange"
Λαμπούσης, Αθανάσιος Ι. (Πανεπιστήμιο Πειραιώς, 2008)