Munich Personal RePEc Archive

Оценка на бета коефициентите на публични дружества в България

Petranov, Stefan (2008): Оценка на бета коефициентите на публични дружества в България. Published in: Bulletin of the Financial Supervision Commission No. 6 (2008): pp. 3-11.

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The article analyzes the possibilities for calculating estimates for beta coefficients of publicly traded companies in the specific conditions of the Bulgarian capital market. A relevant methodology is presented and such estimates for the most liquid issues are calculated on the basis of an econometric procedure including a Blume-based correction.

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