Rjoub, Husam; Türsoy, Turgut; Günsel, Nil - In: Studies in Economics and Finance 26 (2009) March, pp. 36-45
Purpose – The purpose of this paper is to investigate the performance of the arbitrage pricing theory (APT) in the Istanbul Stock Exchange (ISE) on a monthly basis, for the period January 2001 to September 2005. Design/methodology/approach – This study examines six pre-specified...
