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Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable
Most studies on beta estimation look at the whole universe of stocks. We focus on a small subset that consists of stocks of companies which are subject to European network regulation. This allows us to examine beta time series of individual stocks and small peer groups in great detail. Our most impo...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10131524/ https://www.ncbi.nlm.nih.gov/pubmed/37362253 http://dx.doi.org/10.1007/s11408-023-00428-z |