Browsing Scopus İndeksli Yayınlar Koleksiyonu by Subject "Security Prices"
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Information shocks and the cross section of expected returns
(Elsevier, 2023)This paper examines the risk premium associated with information shocks in equity markets. For all stocks traded on Borsa Istanbul between March 2005 and December 2020, we calculate information shocks as unanticipated ...