Оценка на бета коефициентите на публични дружества в България

Estimation of Beta Coefficients for Publicly Traded Companies in Bulgaria

Stefan Petranov
Authors registered in the RePEc Author Service: Стефан Петранов

MPRA Paper from University Library of Munich, Germany

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.

Keywords: beta coefficients; publicly traded companies; capital markets; Bulgarian capital market (search for similar items in EconPapers)
JEL-codes: C22 G11 G12 G15 (search for similar items in EconPapers)
Date: 2008
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Published in Bulletin of the Financial Supervision Commission 6 (2008): pp. 3-11

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:88385

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