Copy For Citation
Unlu U.
IKTISAT ISLETME VE FINANS, vol.27, no.313, pp.57-83, 2012 (SSCI)
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Publication Type:
Article / Article
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Volume:
27
Issue:
313
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Publication Date:
2012
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Doi Number:
10.3848/iif.2012.313.3243
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Journal Name:
IKTISAT ISLETME VE FINANS
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Journal Indexes:
Social Sciences Citation Index (SSCI)
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Page Numbers:
pp.57-83
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Keywords:
Fama and French three factor model, four-factor model, momentum, asset pricing, BOOK-TO-MARKET, CROSS-SECTION, STOCK RETURNS, RISK-FACTORS, EQUILIBRIUM, MOMENTUM, EARNINGS, INVESTMENT, ERRORS, SIZE
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Akdeniz University Affiliated:
No
Abstract
Testing Four-Factor Pricing Model in ISE