The Effect of Liquidity and Estimation Period on the Beta Bias: Evidence in the Korean Stock Market

Kim, Jungmu; Park, Yuen Jung; Ok, Youngkyung

doi:10.16980/jitc.14.6.201812.415

Korea Int Trade Res Inst

2018

DOI: 10.16980/jitc.14.6.201812.415

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The Effect of Liquidity and Estimation Period on the Beta Bias: Evidence in the Korean Stock Market

Jungmu Kim¹,

Yuen Jung Park²,

Youngkyung Ok³

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The Effect of Liquidity and Estimation Period on the Beta Bias: Evidence in the Korean Stock Market

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