Original scientific paper

BETA COEFFICIENT ANALYSIS ON THE CAPITAL MARKET OF BOSNIA AND HERZEGOVINA

Sejfudin Zahirović
Adnan Rovčanin
Jasmina Okičić

Abstract

In this paper authors research: how changes on the capital markets (developed financial markets and financial markets of transitional countries) determine investor's decision about the scope of international portfolio diversification, in other words about the scope of reduction of system risks, and whether beta coefficient movements on the financial market of BandH (beta coefficient estimation on BandH financial market are made) can be an indicator for investors in which stocks to invest.

Keywords

correlation; stock exchange indexes; prices; shares; beta coefficient; capital market

Hrčak ID:

48174

URI

https://hrcak.srce.hr/48174

Publication date:

10.12.2009.

Article data in other languages: croatian

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