An examination of beta estimation using daily Irish data

Article Abstract:

The reliability of adjustments to annual beta estimates for all Irish quoted companies is tested using a number of methods. Adjustments were made since bias is predicted to occur due to differences in trading frequency. Of all the adjustment techniques used, the Bayesian procedure is found to yield the most acceptable estimates, even after factoring in the potential effects of size-related anomalies.

Evaluation, Stocks, Stock-exchange, Stock exchanges, Functions, Beta, Beta functions

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Corporate takeovers: Mode of payment, returns and trading activity

Article Abstract:

The question of impact on returns and trading in the context of corporate takeovers is examined.

Mergers & Acquisitions, Acquisitions and mergers

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