---
title: Asset Pricing in Borsa Istanbul
url: https://www.ml-quant.com/papers/repec/eme-jespps-jes-07-2023-0357/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eme:jespps:jes-07-2023-0357
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJES-07-2023-0357%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajespps%3Ajes-07-2023-0357
featured: 2024-12-04
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJES-07-2023-0357%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajespps%3Ajes-07-2023-0357
- Identifier: RePEc:eme:jespps:jes-07-2023-0357
- Released: 2024-12-04
- First featured: Quant Letter No. 77 (2024-12-04): https://www.ml-quant.com/issues/2024-12-04/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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