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).
Identifer | oai:union.ndltd.org:METU/oai:etd.lib.metu.edu.tr:http://etd.lib.metu.edu.tr/upload/1088756/index.pdf |
Date | 01 January 2004 |
Creators | Kayacetin, Volkan Nuri |
Contributors | Guner, Nuray Zehra |
Publisher | METU |
Source Sets | Middle East Technical Univ. |
Language | English |
Detected Language | English |
Type | M.B.A. Thesis |
Format | text/pdf |
Rights | To liberate the content for public access |
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