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Macroeconomic Factors and Stock Return


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description
The Arbitrage Pricing Theory (APT), Does it Works? The empirical applicability of the APT in pricing the Istanbul Stock Exchange (ISE) been analysed, to identify the set of macroeconomic variables which correspond most closely with the stock market factors. Six macroeconomic variables were developed to price the stock of (ISE) Turkey which are the term structure of interest rate, unanticipated inflation, risk premium, exchange rate, money supply (M1), and unemployment rate. Monthly data for total 193 stocks from all sectors of (ISE) were classified to 13 portfolios. The period analysed spans from January 2001 to September 2005 and the effects of the chosen macroeconomic variable were investigated.
Product Specifications
SKU :COC11036
AuthorHusam Rjoub,Turgut Tursoy and Nil G. Resatoglu
Number of Pages104
Publishing Year05/09/12
Edition1 st
Book TypeBanking & finance: study & revision guides
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-10-07 00:00:00