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Volumn 59, Issue 5, 2003, Pages 56-69

Outlier-resistant estimates of beta

Author keywords

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Indexed keywords


EID: 20444434978     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v59.n5.2564     Document Type: Article
Times cited : (44)

References (12)
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    • Block, S.B.1
  • 2
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    • Bruner, R.F., K.M. Eades, R.S. Harris, and R.C. Higgins. 1998. "Best Practices in Estimating the Cost of Capital: Survey and Synthesis." Financial Practice and Education, vol. 27 (Spring/ Summer):13-28.
    • (1998) Financial Practice and Education , vol.27 , Issue.SPRING-SUMMER , pp. 13-28
    • Bruner, R.F.1    Eades, K.M.2    Harris, R.S.3    Higgins, R.C.4
  • 3
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    • Estimation of the European equity model
    • Connor, G., and N. Herbert. 1999. "Estimation of the European Equity Model." Horizon: The Barra Newsletter, no. 169 (Winter): www.barra.com/Newsletter/nl169/estimationeuro169.asp.
    • (1999) Horizon: The Barra Newsletter , vol.169 , Issue.WINTER
    • Connor, G.1    Herbert, N.2
  • 5
    • 0002443512 scopus 로고
    • Cost of capital techniques used by major U.S. firms: Survey and analysis of fortune's 1000
    • Gitman, L.J., and V.A. Mercurio. 1982. "Cost of Capital Techniques Used by Major U.S. Firms: Survey and Analysis of Fortune's 1000." Financial Management, vol. 14, no. 4 (Winter):21-29.
    • (1982) Financial Management , vol.14 , Issue.4 WINTER , pp. 21-29
    • Gitman, L.J.1    Mercurio, V.A.2
  • 6
    • 0000318873 scopus 로고    scopus 로고
    • The theory and practice of corporate finance: Evidence from the field
    • Graham, J.R., and C.R. Harvey. 2001. "The Theory and Practice of Corporate Finance: Evidence from the Field." Journal of Financial Economics, vol. 60, nos. 2-3 (May):187-243.
    • (2001) Journal of Financial Economics , vol.60 , Issue.2-3 MAY , pp. 187-243
    • Graham, J.R.1    Harvey, C.R.2
  • 9
    • 0002507239 scopus 로고    scopus 로고
    • On the robustness of size and book-to-market in cross-sectional regressions
    • Knez, P.J., and M.J. Ready. 1997. "On the Robustness of Size and Book-to-Market in Cross-Sectional Regressions." Journal of Finance, vol. 52, no. 4 (September):1355-82.
    • (1997) Journal of Finance , vol.52 , Issue.4 SEPTEMBER , pp. 1355-1382
    • Knez, P.J.1    Ready, M.J.2
  • 10
    • 20444459574 scopus 로고    scopus 로고
    • Robust estimation of beta
    • Department of Statistics, University of Washington (March)
    • Martin, R.D., and T. Simin. 1999. "Robust Estimation of Beta." Technical Report No. 350, Department of Statistics, University of Washington (March).
    • (1999) Technical Report No. 350 , vol.350
    • Martin, R.D.1    Simin, T.2
  • 11
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    • Seattle, WA: MathSoft (Insightful Corporation)
    • MathSoft. 1999. S-PLUS 2000 Guide to Statistics, Volume 1.Seattle, WA: MathSoft (Insightful Corporation): www.insightful.com/ DocumentsLive/23/11/ statmanl.pdf.
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  • 12
    • 0031573362 scopus 로고    scopus 로고
    • Optimal locally robust M-estimates of regression
    • Yohai, V.J., and R.H. Zamar. 1997. "Optimal Locally Robust M-Estimates of Regression." Journal of Statistical Planning and Inference, vol. 64, no. 2 (November):309-324.
    • (1997) Journal of Statistical Planning and Inference , vol.64 , Issue.2 NOVEMBER , pp. 309-324
    • Yohai, V.J.1    Zamar, R.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.