Yildirim, Nuri - In: Istanbul Stock Exchange Review 8 (2006) 31, pp. 1-18
In this paper, the existence of size and book-to-market effects in the Istanbul Stock Exchange (ISE) is investigated for the period between 1990-2002. In order to isolate the size and book-to-market effects from each other, similar to the method used by Fama-French (1993), specific portfolios...
