An Examination of Factors Influencing Airline Beta Values

This study examines whether airline betas wonder over time and looks at the factors that may influence them. Using China Airlines Ltd. and EVA Airways Corp. as case studies, the study applies both standard models to estimate betas and to test whether deviations exist between the estimated betas for two periods.

  • Availability:
  • Authors:
    • Hung, Jung-Hua
    • Liu, Yong-Chin
  • Publication Date: 2005-7

Language

  • English

Media Info

Subject/Index Terms

Filing Info

  • Accession Number: 01002224
  • Record Type: Publication
  • Files: TRIS
  • Created Date: Jul 6 2005 9:16AM