Forecasting of the Malaysian Betas
Estimating beta is a straightforward application of the market model. However, investors are interested in the historical value of betas only in the hope of better able to forecast the probable future value. The issue of beta forecasting is explored using segmented Malaysian industries data. Four...
| Main Authors: | Ho, Catherine, Soke Fun, Chen, Yin Foo |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
INTI International University
2009
|
| Subjects: | |
| Online Access: | http://eprints.intimal.edu.my/1508/ http://eprints.intimal.edu.my/1508/1/2009_p1.pdf |
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