The Validity of CAPM and ICAPM in the Istanbul Stock Exchange
Author
Abstract
Suggested Citation
DOI: 10.30784/epfad.1383837
Download full text from publisher
References listed on IDEAS
- Brooke Alexandra Maeda, 2016. "An Empirical Review of Asset Pricing Models for the Japanese Share Market," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(11), pages 155-158, November.
- Foerster, Stephen R. & Sapp, Stephen G., 2005. "Valuation of financial versus non-financial firms: a global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 1-20, January.
- Brooke Maeda, 2016. "An Empirical Review of Asset Pricing Models for the Japanese Share Market," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(11), pages 155-155, November.
- Bianconi, Marcelo & MacLachlan, Scott & Sammon, Marco, 2015.
"Implied volatility and the risk-free rate of return in options markets,"
The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 1-26.
- Marcelo Bianconi & Scott MacLachlan & Marco Sammon, 2014. "Implied Volatility and the Risk-Free Rate of Return in Options Markets," Discussion Papers Series, Department of Economics, Tufts University 0777, Department of Economics, Tufts University.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Akdeniz, Levent, 2015.
"Aggregate volatility expectations and threshold CAPM,"
The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 231-253.
- Eser Arisoy & Aslihan Altay-Salih & Levent Akdeniz, 2015. "Aggregate Volatility Expectations and Threshold CAPM," Post-Print hal-01634175, HAL.
- Menz, Klaus-Michael, 2010. "Market discipline and the evaluation of Euro financial bonds--An empirical analysis," Research in International Business and Finance, Elsevier, vol. 24(3), pages 315-328, September.
- Soana, Maria Gaia, 2024. "Environmental strategies, environmental performance and board sustainability committees: Are financial and non-financial companies different?," Research in International Business and Finance, Elsevier, vol. 69(C).
- Deari Fitim & Palomba Giulio, 2024. "Does the Cash Conversion Cycle Affect Firm Profitability? Some Empirical Evidence from Listed Firms in North Macedonia," Zagreb International Review of Economics and Business, Sciendo, vol. 27(1), pages 63-77.
- Kerstin Lopatta & Thomas Kaspereit, 2014. "The World Capital Markets’ Perception of Sustainability and the Impact of the Financial Crisis," Journal of Business Ethics, Springer, vol. 122(3), pages 475-500, July.
- Dirk Broeders & Marleen de Jonge & David Rijsbergen, 2024. "The European Carbon Bond Premium," Working Papers 798, DNB.
- Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J., 2015. "The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 293-314.
- Jiongye Jin & Jianing Zhang, 2023. "The Stock Performance of Green Bond Issuers During COVID-19 Pandemic: The Case of China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 211-230, March.
- Kryzanowski, Lawrence & Mohsni, Sana, 2010. "Capital returns, costs and EVA for Canadian firms," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 256-273, December.
- Chung, Richard Yiu-Ming & DeVaro, Jed & Fung, Scott, 2024. "Do Big Inequalities in Executive Pay Hurt Firm Performance?," IZA Discussion Papers 17346, Institute of Labor Economics (IZA).
- Bessler, Wolfgang & Kurmann, Philipp, 2014. "Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis," Journal of Financial Stability, Elsevier, vol. 13(C), pages 151-166.
- Sepúlveda Velásquez, Jorge & Tapia Griñen, Pablo & Pastén Henríquez, Boris, 2023. "Mandatory dividends and economic policy uncertainty: A challenge for investment opportunities," Finance Research Letters, Elsevier, vol. 52(C).
- Magomet Yandiev, 2021. "Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders," Papers 2111.07075, arXiv.org.
- Wang, Ximei & Zhao, Yanlong & Bao, Ying, 2019. "Arbitrage-free conditions for implied volatility surface by Delta," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 819-834.
- Lin, Shin-Hung & Huang, Hung-Hsi & Li, Sheng-Han, 2015. "Option pricing under truncated Gram–Charlier expansion," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 77-97.
- Aydin Aslan & Lars Poppe & Peter Posch, 2021. "Are Sustainable Companies More Likely to Default? Evidence from the Dynamics between Credit and ESG Ratings," Sustainability, MDPI, vol. 13(15), pages 1-16, July.
More about this item
Keywords
ISE; CAPM; ICAPM; Exchange Rate; Emerging Markets; Panel Data Analysis;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ahs:journl:v:9:y:2024:i:1:p:26-42. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ersan Ersoy (email available below). General contact details of provider: https://epfjournal.com/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.