06533 Bilkent, Ankara
Bilkent University - Faculty of Business Administration
in Total Papers Downloads
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Behavioural finance, subjective forecasts, efficient, portfolio
Aggregate volatility; threshold regression; conditional CAPM; range; VIX
Asset Pricing, Stock Price Volatility, Divident Discount Models
Time-Varying Beta, Threshold, Asset Pricing, CAPM
volatility risk, straddle returns, asset pricing, conditional factor models
return volatility; ADR; EGARCH; cross listing; emerging markets
return volatility, financial liberalization, market integration, volatility decomposition, emerging markets
foreign investors, average volatility, foreign equity trading, volatility decomposition, foreign equity flow
Options; Optimization; Short-sales; Consumption-based CAPM
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