Conditions Necessary for the Efficient Estimation of Betas with the Market Model

Author

Kai Chong Tsui, Singapore Management UniversityFollow
Young Sain, Joseph LIM, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1989

Discipline

Business

Research Areas

Finance

Publication

Securities Industry Review

Volume

15

First Page

60

Last Page

67

ISSN

0217-1309

Publisher

Singapore Securities Research Institute

Citation

Tsui, Kai Chong and LIM, Young Sain, Joseph. Conditions Necessary for the Efficient Estimation of Betas with the Market Model. (1989). Securities Industry Review. 15, 60-67.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1187