search query: @journal_id 765 / total: 97
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| Author: | Hazans, M. |
| Title: | Risk and return at the Tallinn and Riga stock exchanges |
| Journal: | Baltic Review
1997 : VOL. 13, p. 31-33 |
| Index terms: | RISK STOCK EXCHANGES BALTIC COUNTRIES |
| Language: | eng |
| Abstract: | The first question you might possibly ask after reading the title is: could someone have predicted the black Thursday (October 23rd) at the Tallinn Stock Exchange? The author could not have predicted the date. But the five biggest black Thursday losers are the same five companies with the highest "betas" (see below) he has calculated. What is possibly more important, the methods described here and conclusions derived can help to understand (and to some extent predict) what happens in the stock market between the crashes. |
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