Testing Four-Factor Pricing Model in ISE

Unlu U.

IKTISAT ISLETME VE FINANS, vol.27, no.313, pp.57-83, 2012 (SSCI) identifier

  • Publication Type: Article / Article
  • Volume: 27 Issue: 313
  • Publication Date: 2012
  • Doi Number: 10.3848/iif.2012.313.3243
  • Journal Name: IKTISAT ISLETME VE FINANS
  • Journal Indexes: Social Sciences Citation Index (SSCI)
  • Page Numbers: pp.57-83
  • 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
  • Akdeniz University Affiliated: No

Abstract

Testing Four-Factor Pricing Model in ISE