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Further Evidence on the Stationarity of Beta Coefficients
The Journal of Financial and Quantitative Analysis, 1978Diversification and capital market theory in conjunction with investors' desire to quantify risk have caused the beta coefficient to receive considerable attention in recent finance literature. Results of empirical investigations of the stationarity of beta over time have been reported by Altman, Jacquillat, and Levasseur [1], Baesel [2], Blume [3 ...
Rodney L. Roenfeldt +2 more
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New risks in the new beta coefficient: Behavioral approach
Risk and Decision Analysis, 2021The article addresses theoretical issues, applied instruments and practical implementation of the behavioral valuation methodology. It formulates the range of specific correction parameters for beta coefficient, used in calculating CAPM-based discount rate in order to find behavioral discount rate and calculate stock’s market value, with regard to ...
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Coefficients Alpha, Beta, Omega, and the glb: Comments on Sijtsma
Psychometrika, 2009There are three fundamental problems in Sijtsma (Psychometrika, 2008): (1) contrary to the name, the glb is not the greatest lower bound of reliability but rather is systematically less than ωt (McDonald, Test theory: A unified treatment, Erlbaum, Hillsdale, 1999), (2) we agree with Sijtsma that when considering how well a test measures one concept, α ...
Revelle, William, Zinbarg, Richard E.
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THE ACCOUNTING BETA COEFFICIENT CAN BE USED AS A PROXY FOR THE MARKET BETA COEFFICIENT
Journal of Monetary Economics and ManagementПри оценке привлекательности инвестиции помимо будущей доходности необходим учет риска. Одной из классических моделей оценки риска вложения в собственный капитал является модель CAPM. Ограниче- нием модели является её невозможность использования в неизменном виде при применении к компаниям, не имеющим данные по торгуемым ценам на акции. В этом случае в
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A Beta-Optimal Test of the Equicorrelation Coefficient
1989This paper considers the problem of testing for nonzero values of the equicorrelation coefficient of a standard symmetric multivariate normal distribution. Recently, SenGupta (1987) proposed a locally best test. We construct a beta-optimal test and present selected one and five per cent critical values.
Bhatti, Muhammad I. +3 more
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On the Short-Term Stationarity of Beta Coefficients
Financial Analysts Journal, 1971(1971). On the Short-Term Stationarity of Beta Coefficients. Financial Analysts Journal: Vol. 27, No. 6, pp. 55-62.
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Some evidence on the stability of beta coefficients on the JSE
South African Journal of Accounting Research, 1997Knowledge of beta stability is crucial for projections involving the use of beta coefficients, in particular, in the areas of project evaluation and portfolio design. This paper investigates the issue of beta stability on the JSE. The investigation reveals how spurious inferences on stability can be made if estimation techniques do not correct for thin
D C Bowie, D J Bradfield
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Hall Coefficients of Beta-Phase Alloys
Journal of the Physical Society of Japan, 1969The Hall coefficients ( R H ) and the electrical resistivities (ρ) of three beta-phase alloys CuZn, AgCd and AgZn, which undergo the order-disorder transformation, were measured from room temperature to about 615°C. Experiments showed: 1. R H of the ordered (β') phase connects continuously with that of the disordered (β) phase, at the transition ...
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Calculation of Mass Attenuation Coefficients of Beta Particles
Radiation Protection Dosimetry, 1998Using the semi-empirical equations for the transmission coefficient of monoenergetic electrons, the mass attenuation coefficient of beta particles has been calculated. Beta spectra for 'allowed' and 'first forbidden' transitions are considered. The calculated mass attenuation coefficients for {beta}- emitters determined in the present study agree ...
C.Y. Yi +5 more
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On moments of beta mixtures,the noncentral beta distribution,and the coefficient of determination
Journal of Statistical Computation and Simulation, 1997In this article, we present new closed forms for the first two moments of both the noncentral beta distribution and the sample coefficient of determination in linear models. These forms are derived by exploiting a little known identity applicable to the moments of a particular class of beta mixtures.
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