The Stability and Predictability of Betas: Evidence from
the Kuala Lumpur Stock Exchange

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The Stability and Predictability of Betas: Evidence from the Kuala Lumpur Stock Exchange

Beta measures the systematic or undiversifiable risk of a security. Investors desire stable (and hence predictable) measures of beta to enable them to accurately estimate the expected returns on their investment. Instable betas lead to inaccurate estimates of expected returns over time and hence p...

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Bibliographic Details
Main Authors:	Mohamad, Shamsher, Md. Nassir, Annuar
Format:	Article
Language:	English English
Published:	Universiti Putra Malaysia Press 1994
Online Access:	http://psasir.upm.edu.my/id/eprint/3044/ http://psasir.upm.edu.my/id/eprint/3044/1/The_Stability_and_Predictability_of_Betas_Evidence_from.pdf

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