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Keywords: Beta factor
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Journal Articles
Accounting Research Journal (2009) 22 (3): 220–236.
Published: 13 November 2009
.... (2005) finds that an autoregressive model with three lags, estimated on 20 years of quarterly data, minimises the error associated with forecasting the next period's beta. Beta factor Capital asset pricing model Australia United States of America Data providers such as the Centre...

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