Bu çalışmanın amacı Fama ve French üç faktörlü varlık fiyatlama modelinin Borsa İstanbul
için geçerliliğinin test edilmesidir. Bu kapsamda, defter değeri/piyasa değeri oranı, firma …

This paper examines whether the prevailing model of capitalism with its hallmark financial
markets is the most productive and stable investment system to underpin the global …

The aim of this study is to investigate the validity of the Three Factor Asset Pricing Model,
which has been intensively tested in finance literature, in Borsa Istanbul in the period of …

This study effort aimed to examine the consequences of the FF 3 and 5-factor models in the
context of the Pakistan Stock Exchange. Considering the impact of low trading activity, the …

Objet: Dans cet article, nous testons et comparons le pouvoir explicatif des deux modèles
d'évaluation des actifs financiers: le MEDAF et le modèle à trois facteurs de Fama et French …

Penelitian ini bertujuan untuk menguji pengaruh market risk, size, book to market ratio, dan
earnings price ratio terhadap return pada perusahaan sektor miscellaneous industry di BEI …

Yatırımcı davranışını açıklayan çeşitli teoriler mevcuttur. Bunlar yatırımcıların rasyonel
davranış gösterdiklerini varsayan Beklenen Fayda Teorisi, Markowitz Modeli, Finansal Varlık …

Bir menkul kıymetten beklenen risk priminin, piyasaya ilişkin beklenen risk primi ile doğru
orantılı olması gerektiğini savunan Finansal Varlıkları Fiyatlandırma Modeli …

The present study aims to analyze the three-factor asset-pricing model applicability in south
Asian countries and addressed the methodological issues by introducing alternative …

This paper examines the role of financial distress premium in explaining the stock returns of
banking sector in Pakistan using the sample of twenty listed banks for the period of 2008 to …