Makale
Tam Makale
Uluslararası
2019
The Intertemporal Asset Pricing Model: Evidence for Borsa Istanbul
Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi
Cilt 14 · Sayı 3 · ss. 579–595 · 01.12.2019
Özet
The main purpose of this study is to test the power of Intertemporal Asset Pricing Model in explaining stock returns. In this study, Intertemporal Asset Pricing Model was set up by using market premium, firm size, book value/market value rate, economic shocks. The effects of this risk factors on the stock returns were investigated through panel data analysis. Findings show that Intertemporal Asset Pricing Model is valid for Borsa Istanbul.
Sürdürülebilir Kalkınma Amaçları
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SKA 8: İnsana Yakışır İş ve Ekonomik Büyüme
Atıf için künye
KAYA, E., & Güngör, B. (2019). The Intertemporal Asset Pricing Model: Evidence for Borsa Istanbul. Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi, 14(3), 579–595.
BibTeX
@article{kaya2019-106145,
author = {KAYA, EMİNE and Güngör, Bener},
title = {The Intertemporal Asset Pricing Model: Evidence for Borsa Istanbul},
journal = {Eskişehir Osmangazi Üniversitesi İktisadi ve İdari Bilimler Dergisi},
year = {2019},
volume = {14},
number = {3},
pages = {579--595},
issn = {1306-6730},
url = {https://akademik.atauni.edu.tr/yayinlar/106145-the-intertemporal-asset-pricing-model-evidence-for-borsa-istanbul}
}