Return prediction with time varying betas: a research in BIST

In the present study, dynamic versions of beta, which is the risk measure of investment instruments, have been employed to predict daily return of 30 random portfolios made of 154 stocks transacted in BIST ALL between dates 02.01.2003 and 29.08.2013. BIST 100 Index has been employed as the market po...

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Bibliographic details
Volume: 10
Main Author: Akyatan, Ayca
Cetin, Mustafa Koray
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Inderscience Publishers (IEL) 20200000
Inderscience Publishers Ltd
published in: International journal of accounting and finance Vol. 10; no. 1; pp. 64 - 86
Data of publication: 20200000
ISSN: 1752-8224
EISSN: 1752-8232
Discipline: Business
Online Access: available in Bonn?
Database: ECONIS
Academic OneFile (A&I only)
Database information Databases - DBIS