Test of Capital Asset Pricing Model in Turkey = Finansal Varlıkların Fiyatlandırılması Modelinin Türkiyede Sınanması

Test of Capital Asset Pricing Model in Turkey = Finansal Varlıkların Fiyatlandırılması Modelinin Türkiyede Sınanması

This article attempts to test the validity of CAPM (Capital Asset Pricing Model) in Turkey by regressing the weekly risk premiums (rj - rf ) against the beta coefficients of 20 portfolios, each including 10 stocks, over the period of 1995-2004.ISE 100 index and US T-Bill rate, adjusted for the diffe...

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Bibliographic Details
Main Authors: Gulnara REJEPOVA, Cudi Tuncer GÜRSOY
Format: Article
Language:English
Published: Dogus University 2007-01-01
Series:Doğuş Üniversitesi Dergisi
Subjects:
Beta
Risk premium
Capital Asset Pricing Model (CAPM)
Turkey
Online Access:http://journal.dogus.edu.tr/index.php/duj/article/view/98

Internet

http://journal.dogus.edu.tr/index.php/duj/article/view/98

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