calculated betas provide different information if


Calculated betas provide different information if they are obtained by using daily, weekly or monthly data. Which data is the most appropriate?

Fernández and Carabias (2007) and Fernández  shows that there are serious errors being made when using betas calculated with historical data in order to obtain the needed return to shares, because betas calculated with historical data:

 

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Financial Management: calculated betas provide different information if
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