Testing asset pricing models with individual stocks: An instrumental variables approach-Reference-Cited by-同舟云学术

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Testing asset pricing models with individual stocks: An instrumental variables approach

Published:2024-09 Issue:5 Volume:24 Page:952-965
ISSN:2214-8450
Container-title:Borsa Istanbul Review
language:en
Short-container-title:Borsa Istanbul Review

Author:

Candemir Işıl^ORCID,Karahan Cenk C.^ORCID

Funder

Boğaziçi University

Publisher

Elsevier BV

Reference39 articles.

1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005

2. Liquidity adjusted capital asset pricing model in an emerging market: Liquidity risk in Borsa Istanbul;Altay;Borsa Istanbul Review,2019

3. Illiquidity and stock returns: cross-section and time-series effects;Amihud;Journal of Financial Markets,2002

4. Liquidity and equity returns in Borsa Istanbul;Atilgan;Applied Economics,2016

5. State variables, macroeconomic activity, and the cross section of individual stocks;Boons;Journal of Financial Economics,2016

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