Theoretical and empirical review of asset pricing models: A structural synthesis

dc.contributor.author	Celik, S.
dc.date.accessioned	2021-01-25T20:51:03Z
dc.date.available	2021-01-25T20:51:03Z
dc.date.issued	2012
dc.identifier.issn	21464138
dc.identifier.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-84979844442&partnerID=40&md5=ebf6359ddc121fbfae54082ac5e2e70d
dc.identifier.uri	https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/10577
dc.description.abstract	The purpose of this paper is to give a comprehensive theoretical review devoted to asset pricing models by emphasizing static and dynamic versions in the line with their empirical investigations. A considerable amount of financial economics literature dev
dc.language.iso	English
dc.publisher	International Journal of Economics and Financial Issues
dc.title	Theoretical and empirical review of asset pricing models: A structural synthesis
dc.type	Article
dc.relation.firstpage	141
dc.relation.lastpage	178
dc.relation.volume	2
dc.relation.issue	2
dc.description.affiliations	Deparment of International Trade and Finance, Yasar University, Izmir, Turkey

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