Asset Pricing in Borsa Istanbul
A study on the Turkish Stock Exchange from 2009-2020 found that the Capital Asset Pricing Model (CAPM) better predicts average excess weekly returns than the Fama-French models.
Featured in No. 77 on 4 Dec 2024 · on release day
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- 4 Dec 2024
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- No. 77 · 4 Dec 2024
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- Identifier
- RePEc:eme:jespps:jes-07-2023-0357
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