Estimating Systematic Risk – The Return Interval and Estimation Period Issues Evidence from Malaysia 2000-2006

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Estimating Systematic Risk – The Return Interval and Estimation Period Issues Evidence from Malaysia 2000-2006

Estimating the beta coefficient is central to the CAPM concept of rewarding the investors according to the systematic risk of an asset. However, while the concept is intuitively appealing, the estimation is biased by measurement issues such as thin trading, regression tendency, stability and choice...

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Bibliographic Details
Main Authors:	Ho, Catherine, Soke Fun, Chen, Yin Foo
Format:	Article
Language:	English
Published:	INTI International University 2009
Subjects:	H Social Sciences (General) HB Economic Theory
Online Access:	http://eprints.intimal.edu.my/1511/ http://eprints.intimal.edu.my/1511/1/2009_p44.pdf

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