Beta estimation for thinly traded shares: A bootstrap approach

T-K Hui, K-C Kwan and K-L Lim

Omega, 1990, vol. 18, issue 3, 329-333

Abstract: A relatively new technique called "The Bootstrap" is suggested in this paper and it is found that the bootstrap technique outperforms the other techniques in the beta estimation of thinly traded shares.

Keywords: beta; market; model; thinly; traded; shares; bias; OLS; bootstrapping (search for similar items in EconPapers)
Date: 1990
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