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

Erol MUZIR,Nuriye BULUT,Süheyla ŞENGÜL,

Dergi: İşletme Araştırmaları Dergisi
Sayı: 2010 · Cilt: 2 Sayı: 3
Sayfa: —
DOI: —

Özet

501

Abstract

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

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

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