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  • Why Beta Shifts As The Return Interval Changes: Munich Personal Repec Archive

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    This document discusses a paper by Gabriel Hawawini from 1983 titled "Why beta shifts as the return interval changes". The paper examines how the beta of a stock, which measures its volatility relative to the overall market, can shift depending on the time period used to calculate returns. The full paper is available online through the Munich Personal RePEc Archive.

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    beta

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    This document discusses a paper by Gabriel Hawawini from 1983 titled "Why beta shifts as the return interval changes". The paper examines how the beta of a stock, which measures its volatility relative to the overall market, can shift depending on the time period used to calculate returns. The full paper is available online through the Munich Personal RePEc Archive.

    Copyright:

    © All Rights Reserved
    Scarica in formato PDF, TXT o leggi online su Scribd
    Segnala contenuti inappropriati
    7 visualizzazioni6 pagine

    Why Beta Shifts As The Return Interval Changes: Munich Personal Repec Archive

    Caricato da

    suitup100
    This document discusses a paper by Gabriel Hawawini from 1983 titled "Why beta shifts as the return interval changes". The paper examines how the beta of a stock, which measures its volatility relative to the overall market, can shift depending on the time period used to calculate returns. The full paper is available online through the Munich Personal RePEc Archive.

    Copyright:

    © All Rights Reserved
    Scarica in formato PDF, TXT o leggi online su Scribd
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    di 6

    M PRA

    Munich Personal RePEc Archive

    Why beta shifts as the return interval


    changes
    Gabriel Hawawini
    INSEAD

    May 1983

    Online at http://mpra.ub.uni-muenchen.de/44893/
    MPRA Paper No. 44893, posted 9. March 2013 15:29 UTC

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