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The Effects of Systematic Higher Order Moments in Emerging Market Asset Prices: Evidence from Turkish, Brazilian, and South African Stock Markets

dc.contributor.authorAydemir, Büşra
dc.contributor.authorUzun, Sümeyra
dc.contributor.authorAltay, Erdinç
dc.date.accessioned2023-02-21T08:58:01Z
dc.date.available2023-02-21T08:58:01Z
dc.identifier.citationAltay E., Aydemir B., Uzun S., "The Effects of Systematic Higher Order Moments in Emerging Market Asset Prices: Evidence from Turkish, Brazilian, and South African Stock Markets", 42nd EBES Conference, 12-14 January 2023-Lisbon, Lisbon, Portekiz, 12 - 14 Ocak 2023, ss.34
dc.identifier.otherav_24fbb6c9-07aa-458c-8e93-699f2beb533c
dc.identifier.othervv_1032021
dc.identifier.urihttp://hdl.handle.net/20.500.12627/187100
dc.language.isoeng
dc.subjectFinans Ekonomisi
dc.subjectEkonomi ve Ekonometri
dc.subjectEkonomi, Ekonometri ve Finans (çeşitli)
dc.subjectGenel Ekonomi, Ekonometri ve Finans
dc.subjectSosyal Bilimler ve Beşeri Bilimler
dc.subjectEKONOMİ
dc.subjectEkonomi ve İş
dc.subjectSosyal Bilimler (SOC)
dc.subjectSosyal ve Beşeri Bilimler
dc.titleThe Effects of Systematic Higher Order Moments in Emerging Market Asset Prices: Evidence from Turkish, Brazilian, and South African Stock Markets
dc.typeBildiri
dc.contributor.departmentİstanbul Üniversitesi , İktisat Fakültesi , İşletme Bölümü
dc.contributor.firstauthorID4244685


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