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Testing the asset pricing models in Turkish stock markets : CAPM vs three factor model
Gökgöz, Fazıl - In: International journal of economic perspectives : IJEP 1 (2007) 2, pp. 103-117
Persistent link: https://www.econbiz.de/10003983789
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Estimating the Turkish sectoral market returns via arbitrage pricing model under neural network approach
Gökgöz, Fazıl; Alp, Ozge Sezgin - In: International journal of economics and finance 7 (2015) 1, pp. 154-166
Persistent link: https://www.econbiz.de/10010471686
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An analysis of the relation between return and beta for portfolios of Turkish equities
Terregrossa, Salvatore J.; Eraslan, Veysel - In: Cogent economics & finance 4 (2016) 1, pp. 1-8
of realized market-portfolio excessreturn, with the estimation of the security market plane (SMP) model. The study has … the capital asset pricing model (CAPM). Enhanced accuracy of expected asset-return, in turn, may lead to more accurate …
Persistent link: https://www.econbiz.de/10011450716
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A note on price-volume dynamics in a emerging stock market
Başçı, Erdem - In: Journal of banking & finance 20 (1996) 2, pp. 389-400
Persistent link: https://www.econbiz.de/10001195176
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Testing the consumption-CAPM in developing equity markets
Cashin, Paul A. - In: International journal of finance & economics : IJFE 3 (1998) 2, pp. 127-141
Persistent link: https://www.econbiz.de/10001246060
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Testing the Consumption-CAPM in developing equity markets
Cashin, Paul A.; McDermott, C. John - 1997
Persistent link: https://www.econbiz.de/10000974545
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Testing CAPM for the Istanbul stock exchange
Dalgin, M. Halim; Gupta, Keshav; Sraiheen, Abdulwahab - In: International journal of economic perspectives : IJEP 6 (2012) 3, pp. 224-234
Persistent link: https://www.econbiz.de/10011587140
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Estimating Turkish stock market returns with APT model : cointegration and vector error correction
Alp, Ozge Sezgin; Gökgöz, Fazıl; Küçükkocaoğlu, … - In: Economic review : journal of economics & business 14 (2016) 1, pp. 7-19
Multifactor financial models are of great importance in analyzing practical asset prices. As an alternative to CAPM …
Persistent link: https://www.econbiz.de/10012012458
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Testing the validity of Fama French Five Factor Asset Pricing Model: evidence from Turkey
Zeren, Feyyaz; Yilmaz, Tayfun; Belke, Murat - In: Financial studies 23 (2019) 2, pp. 98-113
beneficial for investors in the estimation of the returns of the companies in the Istanbul Stock Market Sustainability Index. …
Persistent link: https://www.econbiz.de/10012037393