Bias in Beta values and its Correction:Empirical Evidence from the Jakarta Stock Exchange

• المؤلف الرئيسي: Perpustakaan UGM, i-lib
• التنسيق: مقال NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2000
• الموضوعات: Jurnal i-lib UGM
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/19508/; http://i-lib.ugm.ac.id/jurnal/download.php?dataId=2339

This study concerns with the issue that beta values in the emerging capital markets are biased, due to nonsynchronous trading activities. This study COT1 f the issue, and gives evidences that beta values of firms listed in the Jakarta Stock Exchange (JSX) are biased. The bias steeds to be corrected....