Çam, Salih; Uzkaralar, Önder; Borak, Metin - In: Borsa Istanbul Review 24 (2024) 4, pp. 698-709
This study investigates the relationship between idiosyncratic risk, market volatility, and stock returns for companies traded on the Borsa Istanbul. The analysis calculates idiosyncratic risk and market volatility and estimates the coefficients using cross-sectional and panel data approaches....