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.

Abstract

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.

• Item Type: MPRA Paper
• English Title: Estimation of Beta Coefficients for Publicly Traded Companies in Bulgaria
• Language: Bulgarian
• Keywords: beta coefficients, publicly traded companies, capital markets, Bulgarian capital market
• Subjects: C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C22 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes; G - Financial Economics > G1 - General Financial Markets > G11 - Portfolio Choice ; Investment Decisions; G - Financial Economics > G1 - General Financial Markets > G12 - Asset Pricing ; Trading Volume ; Bond Interest Rates; G - Financial Economics > G1 - General Financial Markets > G15 - International Financial Markets

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