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Seasonal Anomalies in Istanbul Stock Exchange
Business and Economics Research Journal, 2013According to efficient market hypothesis, investors perceive all available information in the same manner and it is not possible that any investor obtain more profit than others. Various anomalies in stock markets cause the failure of the efficient market hypothesis.
Abdioglu, Zehra, Degirmenci, Nurdan
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The use of data envelopment analysis for stocks selection on Istanbul stock exchange
PICMET '01. Portland International Conference on Management of Engineering and Technology. Proceedings Vol.1: Book of Summaries (IEEE Cat. No.01CH37199), 2002In this paper, the author describes how, in order to select securities in the context of data envelopment analysis (DEA), one must evaluate the financial performances of companies whose securities are traded on the Istanbul stock exchange in terms of outputs and inputs (such as a variety of its financial ratios), and then performance measurement is ...
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The Istanbul Stock Exchange and Economic Growth [PDF]
Istanbul Stock Exchange Review, 2012 The causality between the number of companies that are transacted in the Istanbul Stock Exchange market and economic growth in Turkish economy has been analyzed in this study. The analysis covers the 23 years between 1986 and 2009. The study shows that the number of new firms transacted in the stock exchange market account for 18% of annual national ...
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Stock returns and the day-of-the-week effect in istanbul Stock Exchange
Applied Economics, 2003This study investigates the existence of the day-of-the-week effect on stock returns in the stanbul Stock Exchange (ISE) for the period between 1988 and 1999. ISE that was established in 1986 is a rapidly growing emerging market for which there are only a few studies that have been conducted and reported.
Cemal Berk O˛uzsoy, Sibel Güven
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Stock simulation with stochastic models: An Application In Istanbul Stock Exchange
2020Financial markets are the markets where price changes are experienced depending on the instant changes. That’s why, recent studies focus on constant time stochastic models to model stock prices. Geometric Brownian Motion (GBM) is a popular and the most appropriate method to model future prices of stocks, commodity and so on randomly.
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The Effects of G-7 Countries' Stock Markets on the Istanbul Stock Exchange [PDF]
Istanbul Stock Exchange Review, 2006 In this paper, the effects of G-7 countries’ stock market indices, DAX (Germany), CAC 40 (France), FTSE (United Kingdom), S&P TSX Composite (Canada), NIKKEI 225 (Japan), S&P 500 (USA), DOW JONES (USA), NASDAQ (USA), and MIBTEL (Italy), on the stock market of Turkey, Istanbul Stock Exchange (ISE-100), have been examined by using a block recursive VAR ...
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Developments beginning from the Istanbul Stock Exchange to Borsa Istanbul
2020[No abstract available]
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