Do time-varying betas help in asset pricing? : evidence from Borsa Istanbul
Year of publication: |
2015
|
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Authors: | Yayvak, Berk ; Akdeniz, Levent ; Altay-Salih, Aslihan |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 4, p. 747-756
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Subject: | asset pricing | threshold CAPM | time variation in beta | CAPM | Betafaktor | Beta risk | Schätzung | Estimation | Börsenkurs | Share price | Theorie | Theory |
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