Do time-varying betas help in asset pricing? : evidence from Borsa Istanbul
Berk Yayvak, Levent Akdeniz and Aslihan Altay-Salih
| 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 | Börsenkurs | Share price | Theorie | Theory | Türkei | Turkey | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011404562