Does idiosyncratic volatility matter in the emerging markets? : Istanbul Stock Exchange evidence
Year of publication: |
2013
|
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Authors: | Gökgöz, Fazıl ; Altintaş, Ipek |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 26.2013, 3, p. 133-150
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Subject: | volatility | firm specific risk | idiosyncratic volatility | Turkey | Volatilität | Volatility | Türkei | Risiko | Risk | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Unternehmenserfolg | Firm performance | CAPM | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market |
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