A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS

Abstract

The Journal of FinanceVolume 28, Issue 5 p. 1233-1239 Article A NOTE ON USING CROSS-SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS Oldrich A. Vasicek, Oldrich A. Vasicek Wells Fargo Bank, N.A. This paper is a minor revision of the author's unpublished memorandum “Bayesian Estimates of Beta,” Wells Fargo Bank, August 1971.Search for more papers by this author Oldrich A. Vasicek, Oldrich A. Vasicek Wells Fargo Bank, N.A. This paper is a minor revision of the author's unpublished memorandum “Bayesian Estimates of Beta,” Wells Fargo Bank, August 1971.Search for more papers by this author First published: December 1973 https://doi.org/10.1111/j.1540-6261.1973.tb01452.xCitations: 266 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume28, Issue5December 1973Pages 1233-1239 RelatedInformation