VIX ENDEKSİ MENKUL KIYMET PİYASALARININ BİR NEDENİ MİDİR? BORSA İSTANBUL ÖRNEĞİ
Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2015 Bu çalışmanın amacı uluslararası volatilite endeksi olarak kabul edilen VİX endekisinin, Borsa İstanbul üzerindeki etkisini ortaya koymaktır. Bu amaçla VİX endeksi ile Borsa İstanbul’u temsilen kullanılan BİST 100 endeksi arasındaki ilişki Granger ...
Abdulkadir Kaya, Ali Çoşkun
doaj
Testing asset pricing models with individual stocks: An instrumental variables approach
Borsa Istanbul ReviewThis study empirically tests time-varying asset pricing models in an emerging market with individual stocks. We employ a recently proposed instrumental variables (IV) technique that uses individual stocks as test assets while consistently estimating ex ...
Işıl Candemir, Cenk C. Karahan
doaj +1 more source
An analysis on the stock market performance of two football clubs [PDF]
, 2014 Futbol, günümüz dünyasında bir eğlence unsuru olmaktan çıkarak endüstri kolu haline gelmiştir. Bu sporun Türkiye’deki en önemli temsilcileri olan Fenerbahçe ve Galatasaray’ın arasındaki rekabet hem takım düzeyinde sahada hem de şirket düzeyinde borsada ...
Bişirici, Emre, Parlak, Deniz
core
Algoritmik ticaret ve Borsa İstanbul uygulaması
, 2022 In this research, it is aimed to examine the algorithmic trading concepts in a wide framework and to provide comprehensive information about the system setup process for an investor. Algorithmic trading uses computers to trade in financial markets according to predefined rules.
openaire +1 more source
Borsa Istanbul banka endeksine kote isletmelerin finansal performanslarinin veri zarflama analizi ve Malmquist endeksine gore degerlendirilmesi [PDF]
, 2015 In order to compare the performances of the banks listed on Istanbul Stock Exchange Banks Index; efficiency values of the banks selected from the mentioned index are calculated by Data Envelopment Analysis (DEA) based on their financial ratios for each ...
Dizkirici, Ahmet Selcuk, Gokgoz, Ahmet
core
Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms. [PDF]
Financ Innov, 2021 Depren Ö, Kartal MT, Kılıç Depren S.
europepmc +1 more source
Dynamic link between central bank reserves, credit default swap spreads, and foreign exchange rates: Evidence from Turkey by time series econometrics. [PDF]
Heliyon, 2023 Kartal MT +3 more
europepmc +1 more source
Market reaction to dividend announcement : evidence from Turkish stock market [PDF]
, 2015 Kadioglu, Eyüp +2 more
core +2 more sources
MEASURING THE SENSITIVITY OF TURKISH AND ROMANIAN STOCK MARKETS TO EUROPEAN STOCK MARKETS: A COMPARATIVE ANALYSIS [PDF]
Since the process of globalization accelerates all over the world, trade and economic relations among countries become very intensive and the stock markets in these countries started to integrate to each other quickly.
Ismet ATES, Yusuf KADERLİ
core