Publication:
Responses of static and dynamic asset pricing models to financial market anomalies in Istanbul Stock Exchange

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dc.contributor.advisorYalçın, Atakan
dc.contributor.departmentGraduate School of Social Sciences and Humanities
dc.contributor.kuauthorUğurluay, Vijdan
dc.contributor.programEconomics
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T21:57:47Z
dc.date.issued2009
dc.format.extentix, 35 l. : tabl. 30 cm.
dc.identifier.urihttps://hdl.handle.net/20.500.14288/4519
dc.keywordsCross-sectional anomalies
dc.keywordsConditional asset pricing models
dc.keywordsTime-varying beta
dc.language.isoeng
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectStock exchanges, Turkey, İstanbul
dc.subjectCorporations, Finance
dc.titleResponses of static and dynamic asset pricing models to financial market anomalies in Istanbul Stock Exchange
dc.typeThesis
dspace.entity.typePublication
local.contributor.kuauthorUğurluay, Vijdan
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