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Cross Sectional Determinants Of Turkish Stock Market Returns

This thesis analyzes the relationship between stock returns and firm-specific characteristics including market beta, size, book-to-market ratio, leverage, earnings yield, net sales-to-price ratio and prior return performance in Istanbul Stock Exchange during the period 1993-2003. Moreover, the predictability of some macroeconomic variables based on the stock market return behavior is investigated.

Identiferoai:union.ndltd.org:METU/oai:etd.lib.metu.edu.tr:http://etd.lib.metu.edu.tr/upload/12605243/index.pdf
Date01 July 2004
CreatorsCeliker, Umut
ContributorsDanisoglu Rhoades, Seza
PublisherMETU
Source SetsMiddle East Technical Univ.
LanguageEnglish
Detected LanguageEnglish
TypeM.B.A. Thesis
Formattext/pdf
RightsTo liberate the content for public access

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