Bias in Beta values and its Correction:Empirical Evidence from the Jakarta Stock Exchange
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....
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| Format: | Article NonPeerReviewed |
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[Yogyakarta] : Universitas Gadjah Mada
2000
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| Online Access: | https://repository.ugm.ac.id/19508/ http://i-lib.ugm.ac.id/jurnal/download.php?dataId=2339 |
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