Results 21 to 30 of about 14,792 (221)

Testing the Augmented Fama–French Six‐Factor Asset Pricing Model with Momentum Factor for Borsa Istanbul

open access: yesDiscrete Dynamics in Nature and Society, Volume 2022, Issue 1, 2022., 2022
This study aims to test the validity of the Fama–French Asset Pricing Model, which has become a six‐factor along with the inclusion of the momentum factor, in terms of Borsa Istanbul. In this context, nested asset pricing models were assessed, and different estimators were developed to determine which of the models explains the stock returns more ...
Mesut Doğan   +3 more
wiley   +1 more source

Examining the dynamics of macroeconomic indicators and banking stock returns with bayesian networks [PDF]

open access: yes, 2019
According to the modern portfolio theory, the direction of the relationship between the securities in the portfolio is stated to be effective in reducing the risk. Moreover, securities in high correlation are avoided by taking place in the same portfolio.
Fatma Busem, Hatipoğlu, Uyar, Umut
core   +1 more source

An Empirical Study of Macroeconomic Factors and Stock Returns in the Context of Economic Uncertainty News Sentiment Using Machine Learning

open access: yesComplexity, Volume 2022, Issue 1, 2022., 2022
Stock markets accurately reflect countries’ economic health, and stock returns are tightly related to economic indices. One popular area of financial research is the factors that influence stock returns. Several investigations have frequently cited macroeconomic factors, among numerous elements.
Ayesha Jabeen   +6 more
wiley   +1 more source

An Analysis of the Stock Market Volatility Spread in Emerging Countries

open access: yesIstanbul Business Research, 2021
This article provides results on the volatility spread for stock markets in emerging economies. Empirical studies on determining or predicting volatility in national and international financial markets provide information for investors.
Murat Akkaya
doaj   +1 more source

Borsa İstanbul Alt Pazar Balonunun Belirleyicileri

open access: yesİnsan ve Toplum Bilimleri Araştırmaları Dergisi, 2021
1 Ağustos 2019 ile 31 Aralık 2020 tarihleri arasında, XTUMY endeksi XU100 endeksine kıyasla %146 oranında değerlenmiştir. Yıllarca paralel bir şekilde hareket eden bu iki endeks arasındaki farkın bir buçuk yıllık bir zaman diliminde bu kadar büyük bir şekilde ayrışması, piyasa dengelerinin de değişmesine neden olmuştur.
Serkan UNAL, İstemi ÇÖMLEKÇİ
openaire   +4 more sources

An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction

open access: yesComputational Intelligence and Neuroscience, Volume 2022, Issue 1, 2022., 2022
Developing reliable equity market models allows investors to make more informed decisions. A trading model can reduce the risks associated with investment and allow traders to choose the best‐paying stocks. However, stock market analysis is complicated with batch processing techniques since stock prices are highly correlated.
Dushmanta Kumar Padhi   +5 more
wiley   +1 more source

The accrual anomaly: Evidence from Borsa Istanbul

open access: yesBorsa Istanbul Review, 2015
In this study, we seek to answer whether stock prices fully reflect information in accruals and cash flows about future earnings. Following prior research, we perform Mishkin test and hedge portfolio analysis.
Nasif Ozkan, Mustafa Mesut Kayali
doaj   +1 more source

Quel avenir pour Istanbul en tant que centre financier international? [PDF]

open access: yes, 2016
Istanbul’s place in the global financial system has become regionally prominent as Turkey has opened up to a globalizing economy since the 1980s. The AKP government now wants to not only entrench Istanbul’s status as an attractive emerging market but ...
Tarim, Emre
core   +1 more source

Using Grey Relational Analysis to Determine the Financial Performance of Turkish Football Clubs [PDF]

open access: yes, 2014
Football has become an important industry in Turkey. A huge amount of sponsoring, advertising, betting funds into football and television rights are sold for billions of Turkish Liras.
SAKINÇ, İlker
core   +5 more sources

The analysis of relationship between benchmark index and BIST indices by simultaneous quantile regression [PDF]

open access: yes, 2016
İktisat teorisinde, yatırımcılar açısından birbirine ikame olarak ifade edilebilecek faiz oranı ile sermaye piyasaları arasında negatif bir korelasyon beklenmektedir.
Gökçe, Altan   +2 more
core   +1 more source

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