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• W2012155492 abstract "The objective of this study is to test, instead of the single factor CAPM, the power of three factor, four factor and five factor models to explain stock returns for the Istanbul Stock Exchange (ISE). The test results of all models in the ISE indicate that the models are applicable. During the period covering July 1992-June 2011 it is consequently established that, in addition to the market risk, size, book to market ratio, momentum and liquidity factors also constitute significant risk factors that affect the expected stock returns in the ISE and that the risk premiums belonging to these five factors are priced by the market." @default.
• W2012155492 created "2016-06-24" @default.
• W2012155492 creator A5055528707 @default.
• W2012155492 date "2013-04-13" @default.
• W2012155492 modified "2023-10-01" @default.
• W2012155492 title "Evidence to Support Multifactor Asset Pricing Models: The Case of The Istanbul Stock Exchange" @default.
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• W2012155492 doi "https://doi.org/10.5296/ajfa.v5i1.3216" @default.
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