Conditional CAPM and an Application on the ISE

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Yalcin Karatepe; Elif Karaaslan; Fazil Gokgoz;
(2002)
  • Journal: Istanbul Stock Exchange Review,volume 6,issue 21,pages21-36

In the empirical studies carried out on standard CAPM, widely used in finance literature, it has been argued that static CAPM could not entirely explain the portfolio returns. One of the assumptions for one period application is that the beta coefficients of assets are ... View more
  • References (2)

    Global Factors and Stock Returns: Empirical Evidence From the Istanbul Stock Exchange Alpaslan Akçorao¤lu & Funda Yurdakul............................................................................1 Conditional CAPM and an Application on the ISE Yalç›n Karatepe & Elif Karaaslan & Faz›l Gökgöz ..........................................21 Anchors in Implementation of Moneraty Policies in Turkey in 1990's Cem Mehmet Baydur & Bora Süslü .....................................................................................37 Value of Bond Trading

    (Million USD. January 2002 - March 2002)

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