Improved beta estimation on the Johannesburg Stock Exchange: A simulation study
In this article we focus on beta estimation in the thinly-traded environment of the Johannesburg Stock Exchange (JSE). We build on existing literature by evaluating a beta estimation procedure known as the trade-to-trade which has not until now been considered in the context of the JSE. We contrast...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
1993-12-01
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| Series: | South African Journal of Business Management |
| Online Access: | https://sajbm.org/index.php/sajbm/article/view/872 |