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| Topic: |
Business
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| Number of pages / Number of words: |
12 / 3126 |
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Consequently, in this case, the data is selected from June 2005 to June 2007, and this choice is comply with the rule of choosing observing period.
2.2.2. Sample frequency
Regarding to sample frequency, in 2003, Attila Odabasi measured the effect of the estimation period on beta estimates of individual stocks through computing correlation coefficients over pairs of adjacent estimation periods...
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Sample frequency
Regarding to sample frequency, in 2003, Attila Odabasi measured the effect of the estimation period on beta estimates of individual stocks through computing correlation coefficients over pairs of adjacent estimation periods. According to his research, betas over the two year estimation period seem to be more stable when working with weekly return data...
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