Does the conditional CAPM work? : evidence from the Istanbul Stock Exchange
Atakan Yalçın and Nuri Erşahin
| Year of publication: |
2011
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|---|---|
| Authors: | Yalçın, Atakan ; Erşahin, Nuri |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 47.2011, 4, p. 28-48
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| Subject: | asset pricing | conditional CAPM | emerging markets | short window regression | CAPM | Türkei | Turkey | Schätzung | Estimation | Schwellenländer | Emerging economies | Modellierung | Scientific modelling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | CAPM = Capital asset pricing model |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009316932