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Role of international trade competitive advantage and corporate governance quality in predicting equity returns: Static and conditional model proposals for an emerging market
Muzir, Erol; Kizil, Cevdet; Ceylan, Burak - In: Journal of Risk and Financial Management 14 (2021) 3, pp. 1-31
This paper aims to develop some static and conditional (dynamic) models to predict portfolio returns in the Borsa Istanbul (BIST) that are calibrated to combine the capital asset-pricing model (CAPM) and corporate governance quality. In our conditional model proposals, both the traditional CAPM...
Persistent link: https://www.econbiz.de/10012611682
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Role of international trade competitive advantage and corporate governance quality in predicting equity returns : static and conditional model proposals for an emerging market
Muzir, Erol; Kizil, Cevdet; Ceylan, Burak - In: Journal of risk and financial management : JRFM 14 (2021) 3/125, pp. 1-31
This paper aims to develop some static and conditional (dynamic) models to predict portfolio returns in the Borsa Istanbul (BIST) that are calibrated to combine the capital asset-pricing model (CAPM) and corporate governance quality. In our conditional model proposals, both the traditional CAPM...
Persistent link: https://www.econbiz.de/10012486240