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Keywords: Fama and French models
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Journal Articles
Journal of Economic Studies (2024) 51 (8): 1694–1713.
Published: 29 March 2024
... is to understand which model determines the asset returns most efficiently. In this regard, the validity of single and multi-index asset pricing models (capital asset pricing model-CAPM and FamaFrench models) has been examined in the Turkish Stock Exchange for 2009–2020, with the quantile regression (QR) approach...

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