Author： Ulas Mısırlı E. Emre Alper C.
Publisher： Routledge Ltd
ISSN： 1466-4283
Source： Applied Economics, Vol.41, Iss.20, 2009-09, pp. : 2619-2633
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Do the Fama–French Factors Proxy for Innovations in Predictive Variables?
THE JOURNAL OF FINANCE, Vol. 61, Iss. 2, 2006-04 ,pp. :
Access to resources
Recommend
Stock returns and the day-of-the-week effect in I˙stanbul Stock Exchange
By Berk Ogˇuzsoy Cemal Güven Sibel
Applied Economics, Vol. 35, Iss. 8, 2003-01 ,pp. :
Ex Ante Skewness and Expected Stock Returns
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 1, 2013-02 ,pp. :
A Consumption‐Based Explanation of Expected Stock Returns
THE JOURNAL OF FINANCE, Vol. 61, Iss. 2, 2006-04 ,pp. :