Cross-section of stock returns on the İstanbul Stock Exchange

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Date

2003

Author

Kayaçetin, Nuri Volkan

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The aim of this master thesis is to examine the explanatory power of some popular company-specific factors for the cross-section of average stock returns in the Istanbul Stock Exchange (ISE) for a period from 1992 to 2001. Factors tested in this thesis are firm size (MVE), book-to-market value of equity (BMR), debt-to-equity ratio (DER), sales-to-price ratio (SPR), gross profit-price ratio (GPPR) and dividend yield (DY).

Subject Keywords

Stock Exchange, Empirical tests, Asset pricing, Company-specific variables

URI

http://etd.lib.metu.edu.tr/upload/1088756/index.pdf
https://hdl.handle.net/11511/13860

Collections

Graduate School of Social Sciences, Thesis

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Citation Formats

N. V. Kayaçetin, “Cross-section of stock returns on the İstanbul Stock Exchange,” M.B.A. - Master of Business Administration, Middle East Technical University, 2003.