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ÜÇ FAKTÖR VARLIK FİYATLAMA MODELİNİN GEÇERLİLİĞİ: BORSA İSTANBUL’DA BİR İNCELEME
2014
Journal:  
Trends in Business and Economics
Author:  
DOI:  
10.16951/iibd.87121
Abstract:

are also effective in explaining the stock return alongside market portfolio in three factor model of Fama French. In this paper we analyze effects of market value and book-to-market value ratio for stock return, i.e. accounting effect of three factor model of Fama French in stock return, in related to firms that were present in Borsa Istanbul for thirteen year without interrupt in years of 2001- 2013. Three different regression models are generated in panel data analysis performed. We found that both market value and book-to-market value ratio have significant and negative effects over stock return in all three models

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Trends in Business and Economics

Field :   Sosyal, Beşeri ve İdari Bilimler

Journal Type :   Uluslararası

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Article : 169
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Trends in Business and Economics