This research examined (1) the risk and return received by the investor comprehensively on
the Indonesian capital market,(2) the effect of the market return, size and book-to-market …

This study investigates whether there is a relationship between Google search and stock
returns after we account for market, size, and value. We analyze weekly data on BIST 100 …

The paper empirically investigates three different methods to construct factors and identifies
some pitfalls that arise in the application of Fama-French's three-factor model to the …

This article analyzes the impact of oil price changes on the sectoral stock-market returns of
Turkey. For this purpose, asset-pricing models augmented with oil price and exchange rate …

This study aims at assessing the risk–return profile of stock portfolios by different levels of
the foreign ownership ratio. The paper also evaluates the performance of portfolios by their …

Hisse senedi getirilerindeki değişimi açıklayan faktörlerin neler olduğunun ortaya koyulması,
finans literatüründeki önemli araştırma konuları arasında yer almaktadır. Bu bağlamda …

Purpose The purpose of this study is to examine the influence of virtual currency (VC)
development on financial stocks' value in selected Asian equity markets and the moderating …

This chapter examines a multifactor model for stock returns in nine Asian markets (Japan,
China, South Korea, Hong Kong, Taiwan, Singapore, Indonesia, Malaysia, and Thailand) …

The current study intends to examine validity of Capital Asset Pricing Model in Istanbul Stock
Exchange with special orientation to the cement industry and the power and distribution …

This empirical study compares the relative performances of the Fama-French five-factor
model without foreign exchange risk and the five-factor model incorporating foreign …