The Cross-sectional Performance of the Fama-French Three-Factor Model in the Turkish Equity Market
This study examines whether the Fama-French Three-Factor Model can explain cross-sectional differences in stock returns in the Turkish equity market, addressing a gap in existing asset pricing research. The methodology involves two main components: time-series regressions to evaluate the model’s exp...
Kaydedildi:
| Yazar: | |
|---|---|
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Sakarya University
2025-11-01
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| Seri Bilgileri: | İşletme Bilimi Dergisi |
| Konular: | |
| Online Erişim: | https://dergipark.org.tr/tr/download/article-file/4865659 |
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