The effectiveness of applying beta-coefficient modifications when calculating returns on shares in Russian companies
This article analyzes the effectiveness of various beta coefficient modifications in forecasting on the Russian stock market. Objective: To test the hypothesis of the superiority of modified beta coefficients in forecast accuracy. Methods: Calculating and comparing the stock returns of ten companies...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Alexandru Ioan Cuza University of Iasi
2021-06-01
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| Series: | Eastern Journal of European Studies |
| Subjects: | |
| Online Access: | https://ejes.uaic.ro/articles/EJES2021_1201_ZOZ.pdf |