Testing the Augmented Fama–French Six-Factor Asset Pricing Model with Momentum Factor for Borsa Istanbul
Yazarlar (3)
Mesut Doğan Afyon Kocatepe Üniversitesi, Türkiye
Mustafa Kevser Bandırma Onyedi Eylül Üniversitesi, Türkiye
Prof. Dr. Bilge Leyli DEMİREL Yalova Üniversitesi, Türkiye
Makale Türü Açık Erişim Özgün Makale (SSCI, AHCI, SCI, SCI-Exp dergilerinde yayınlanan tam makale)
Dergi Adı Discrete Dynamics in Nature and Society (Q3)
Dergi ISSN 1026-0226 Wos Dergi Scopus Dergi
Dergi Tarandığı Indeksler SCI-Expanded
Makale Dili İngilizce Basım Tarihi 08-2022
Kabul Tarihi 01-07-2022 Yayınlanma Tarihi 01-01-2022
Cilt / Sayı / Sayfa 2022 / 1 / 1–9 DOI 10.1155/2022/3392984
Makale Linki http://dx.doi.org/10.1155/2022/3392984
Özet
Research Article Testing the Augmented Fama–French Six-Factor Asset Pricing Model with
Momentum Factor for Borsa Istanbul Page 1 Research Article Testing the Augmented Fama–French
Six-Factor Asset Pricing Model with Momentum Factor for Borsa Istanbul Mesut Dogan ,1
Mustafa Kevser ,2 and Bilge Leyli Demirel 3 1Afyon Kocatepe University, Erenler, Turkey
2Bandırma Onyedi Eylül University, Bandırma, Turkey 3Yalova University, Yalova, Turkey
Correspondence should be addressed to Mesut Dogan; mesutdogan07@gmail.com Received
4 January 2022; Revised 17 June 2022; Accepted 1 July 2022; Published 12 August 2022
Academic Editor: Stefan Cristian Gherghina Copyright © 2022 Mesut Dogan et al. is is an open
access article distributed under the Creative Commons Attribution License, which permits
unrestricted use, distribution, and reproduction in any medium, provided the original work is …
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