
Testing multi-factor asset pricing models in Borsa Istanbul
Author(s) -
Gökhan Özer,
Ayşegül YILDIRIM KUTBAY
Publication year - 2022
Publication title -
business and management studies: an international journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2148-2586
DOI - 10.15295/bmij.v10i2.2043
Subject(s) - capital asset pricing model , explanatory power , econometrics , economics , portfolio , financial economics , factor analysis , momentum (technical analysis) , statistic , profitability index , consumption based capital asset pricing model , equity (law) , market portfolio , panel data , business , statistics , finance , mathematics , philosophy , epistemology , political science , law