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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.advisorid0000-0002-0939-9236
dc.contributor.authorUğurluay, Vijdan
dc.contributor.instituteKoç University Graduate School of Social Sciences and Humanities
dc.contributor.programEconomics
dc.contributor.yokid179934
dc.date.accessioned2024-11-09T21:57:47Z
dc.date.issued2009
dc.descriptionix, 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.languageEnglish
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.thesis.degreeMaster's Degree
dc.thesis.grantorİstanbul
dc.titleResponses of static and dynamic asset pricing models to financial market anomalies in Istanbul Stock Exchange
dc.typeThesis
dspace.entity.typePublication
relation.isAdvisorOfThesis70330536-541b-418b-aec3-f36122997532
relation.isAdvisorOfThesis.latestForDiscovery70330536-541b-418b-aec3-f36122997532

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