An examination of beta estimation using daily Irish data
Article Abstract:
The reliability of adjustments to annual beta estimates for all Irish quoted companies is tested using a number of methods. Adjustments were made since bias is predicted to occur due to differences in trading frequency. Of all the adjustment techniques used, the Bayesian procedure is found to yield the most acceptable estimates, even after factoring in the potential effects of size-related anomalies.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 1995
Evaluation, Stocks, Stock-exchange, Stock exchanges, Functions, Beta, Beta functions
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 1995
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Corporate takeovers: Mode of payment, returns and trading activity
Article Abstract:
The question of impact on returns and trading in the context of corporate takeovers is examined.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 1999
Mergers & Acquisitions, Acquisitions and mergers
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 1999
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Subjects list: Research
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