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FAMA-FRENCH THREE-FACTOR ASSET PRICING MODEL IN BORSA ISTANBUL: INCLUDING TWO ADDITIONAL FACTORS IN THE MODEL

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dc.contributor.authorKULALI, GÜLŞAH
dc.contributor.authorGülşah Kulalı
dc.contributor.orcid0000-0003-1116-4329
dc.contributor.orcid0000-0001-7843-0965
dc.date.accessioned2025-11-13T16:28:48Z
dc.date.issued2025-03-24
dc.identifier.doihttps://doi.org/10.11611/yead.1593464
dc.identifier.endpage265
dc.identifier.issn2148-029X
dc.identifier.issue1
dc.identifier.openalexW4408782204
dc.identifier.startpage233
dc.identifier.urihttps://hdl.handle.net/11421/10101
dc.identifier.urihttps://doi.org/10.11611/yead.1593464
dc.identifier.volume23
dc.language.isoen
dc.relation.ispartofYönetim ve Ekonomi Araştırmaları Dergisi
dc.rightsopenAccess
dc.subjectCapital asset pricing model
dc.subjectFactor (programming language)
dc.subjectConsumption-based capital asset pricing model
dc.subjectEconomics
dc.subjectAsset (computer security)
dc.subjectEconometrics
dc.subjectBusiness
dc.subjectFinancial economics
dc.subjectComputer science
dc.titleFAMA-FRENCH THREE-FACTOR ASSET PRICING MODEL IN BORSA ISTANBUL: INCLUDING TWO ADDITIONAL FACTORS IN THE MODEL
dc.typeArticle
dspace.entity.typePublication
local.authorid.openalexA5012246862

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