Results 181 to 190 of about 4,581 (220)

Liquidity and equity returns in Borsa Istanbul [PDF]

open access: possibleApplied Economics, 2015
ABSTRACTWe investigate the relationship between expected returns and liquidity measures in Borsa Istanbul. To do so, we gather a wide range of illiquidity measures that can be applied to the market. Firm-level cross-sectional regressions indicate that there is a positive relationship between various illiquidity measures and one- to six-month ahead ...
Atılgan, Yiğit   +2 more
openaire   +2 more sources

Big data–enabled sign prediction for Borsa Istanbul intraday equity prices

open access: yesBorsa Istanbul Review, 2023
This paper employs a big data source, the Borsa Istanbul's “data analytics” information, to predict 5-min up, down, and steady signs drawn from closing price changes.
Abdurrahman Kilic   +2 more
exaly   +2 more sources

Algorithmic and high-frequency trading in Borsa Istanbul

open access: yesBorsa Istanbul Review, 2016
This paper investigates the levels of algorithmic trading (AT) and high-frequency trading (HFT) in an emerging market, Borsa Istanbul (BIST), utilizing a dataset of 354 trading days between January 2013 and May 2014.
Oguz Ersan, Cumhur Ekinci
exaly   +2 more sources

Herd Behavior in the Borsa Istanbul

2019
Abstract This study is concerned with markets operating in Turkey in the Istanbul Stock Exchange (BIST), which have been observed and studied in relation to herd behavior. During the research part of the study, the existence of herd behavior was investigated with the help of the daily closing price data of the firms in BIST between ...
Reyhan Can, Işın Dizdarlar
openaire   +1 more source

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