0 Some Estimation Issues on Betas: A Preliminary Investigation on the Istanbul Stock Exchange Attila Odabaşı Faculty of Economics and Administrative Sciences Boğaziçi University, Istanbul, Turkey December 2003 Mail Address: Bogazici University, Department of Management, Bebek, 34342, Istanbul, Turkey. Phone:+90(212)358-1540, Fax: +90(212)263-7379, E-Mail: odabasi@boun.edu.tr