Pricing the common stocks in an emerging capital market: Comparison of the factor models
This study uses a cash-based profitability factor that is completely free from accounting accruals to test the five-factor and three other models against eight different market anomalies in Borsa Istanbul (BIST). According to the results, only beta (β) and book-to-market (B/M) effects are significan...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier
2020-12-01
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| coleção: | Borsa Istanbul Review |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S2214845020300284 |
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