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...

Full description

Saved in:
Bibliographic Details
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/1508/1/2009_p1.pdf
http://eprints.intimal.edu.my/1508/
https://intijournal.intimal.edu.my/intijournal.htm
Tags: Add Tag
No Tags, Be the first to tag this record!