Adjusting for the interval effect bias in beta coefficients on a thin security market: application of a lag distribution model

DOI10.1080/00207729308949636zbMath0800.90061OpenAlexW2040649604MaRDI QIDQ4278269

Martti Luoma, Teppo Martikainen, Jukka Perttunen

Publication date: 6 April 1994

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729308949636

Mathematics Subject Classification ID

Uses Software

• SHAZAM

Cites Work

• Alternative beta estimation for the market model using partially adaptive techniques

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