Pricing the common stocks in an emerging capital market: Comparison of the factor models
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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… read more here.
Keywords: pricing common; factor model; market; common stocks ... See more keywords