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~person:"Akdeniz, Levent"
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Beta risk
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Akdeniz, Levent
Schwetzler, Bernhard
33
Lahmann, Alexander
31
Reeves, Jonathan J.
22
Faff, Robert W.
19
Brooks, Robert
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Hammer, Benjamin
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Gollier, Christian
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Hollstein, Fabian
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Vuolteenaho, Tuomo
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Cenesizoglu, Tolga
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Russian & East European finance and trade
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Do time-varying betas help in asset pricing? : evidence from Borsa Istanbul
Yayvak, Berk
;
Akdeniz, Levent
;
Altay-Salih, Aslihan
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
4
,
pp. 747-756
Persistent link: https://www.econbiz.de/10011404562
Saved in:
2
Time-varying betas help in asset pricing : the threshold CAPM
Akdeniz, Levent
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790049
Saved in:
3
A cross-section of expected stock returns on the Istanbul Stock Exchange
Akdeniz, Levent
;
Altay-Salih, Aslihan
;
Aydoğan, Kürşat
- In:
Russian & East European finance and trade
36
(
2000
)
5
,
pp. 6-26
Persistent link: https://www.econbiz.de/10001581276
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