Journals / İşletme Araştırmaları Dergisi / 2010 / Cilt: 2 Sayı: 3

The prediction performance of asset pricing models and their capability of capturing the effects of economic crises: the case of istanbul stock exchange

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Abstract

\n Arbitrage pricing theory, Discriminant analysis, Capital asset pricing model, Economic crisis, Factor analysis

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501

Keywords: Arbitrage pricing theory,Discriminant analysis,Capital asset pricing model,Economic crisis,Factor analysis