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Published in 2020 at "Borsa Istanbul Review"
DOI: 10.1016/j.bir.2020.05.002
Abstract: Abstract This study uses a cash-based profitability factor that is completely free from accounting accruals to test the five-factor and three other models against eight different market anomalies in Borsa Istanbul (BIST). According to the…
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Keywords:
pricing common;
factor model;
market;
common stocks ... See more keywords