Beta Calculation in Emerging Markets in the Cross-Border Context – Selected Problems

14 Pages Posted: 2 Dec 2012

See all articles by Marcin Pęksyk

Marcin Pęksyk

affiliation not provided to SSRN

Mariusz Chmielewski

University of Gdansk

Marek Panfil

Warsaw School of Economics (SGH)

Karol Śledzik

University of Gdańsk - Faculty of Management

Date Written: December 2, 2012

Abstract

When investing in emerging markets, investors face issues regarding the valuation of potential investments that may considerably affect the investment decision. This article discusses the challenges of valuing a company within the European emerging markets. We will focus on several issues regarding the reliability and fitness of Beta estimates with the use of peer groups in the context of cross-border investment valuation.

Keywords: beta ratio, cross border, risk management

JEL Classification: C60, F20, G10

Suggested Citation

Pęksyk, Marcin and Chmielewski, Mariusz and Panfil, Marek and Śledzik, Karol, Beta Calculation in Emerging Markets in the Cross-Border Context – Selected Problems (December 2, 2012). Available at SSRN: https://ssrn.com/abstract=2183874 or http://dx.doi.org/10.2139/ssrn.2183874

Marcin Pęksyk (Contact Author)

affiliation not provided to SSRN ( email )

Mariusz Chmielewski

University of Gdansk ( email )

80-309 Gdańsk

Marek Panfil

Warsaw School of Economics (SGH) ( email )

aleja Niepodleglosci 162
PL-Warsaw, 02-554
Poland

Karol Śledzik

University of Gdańsk - Faculty of Management ( email )

ul. Armii Krajowej 101, 81-824
ul. Bażyńskiego 1A,
Gdańsk, 80-952
Poland

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