Now showing items 1-2 of 2
On the performance of West's bubble test: A simulation approach
(Elsevier science inc, 2010-12-01)
In this research we examine the ability of West's bubble test  in detecting speculative bubbles using Brock's (1982)  intertemporal general equilibrium model of asset pricing as the basis for a simulation study. In ...
İstanbul Menkul Kıymetler Borsası'nda işlem gören hisse senetlerinin fiyatlandırılmasında likiditenin rolü
(Bilgesel Yayıncılık San & Tic Ltd, 2010-08)
The role of liquidity in the pricing of stocks traded on the Istanbul Stock Exchange This paper extends the empirical literature on the relationship between liquidity and stock returns by providing evidence from the Istanbul ...