Results 181 to 190 of about 41,485 (218)

Seasonal Anomalies in Istanbul Stock Exchange

Business and Economics Research Journal, 2013
According 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
openaire   +1 more source

Integration Versus Segmentation: The Istanbul Stock Exchange [PDF]

Istanbul Stock Exchange Review, 1997
The purpose of this paper is to analyse the integration versus segmentation issue for the Istanbul Stock Exchange vis-a-vis global developed markets. Two different classes of information variables are used. These are global and local variables. Global variables are the return of the world market portfolio, dividend yield of S&P 500 stock index, U.S ...
Suleyman Gokçen, Ahu Ozturkmen
openaire  

Implementation of stock index futures in Istanbul Stock Exchange

2021
143
openaire   +1 more source

A Study of İstanbul stock exchange

2020
99
openaire   +1 more source

Testing Volatility Asymmetry in Istanbul Stock Exchange [PDF]

Istanbul Stock Exchange Review, 2001
In this paper three different models of daily stock return volatility in the Istanbul Stock Exchange (ISE) are estimated and compared. The mean model is represented by stock return variable predicted by a MA (1) term, the day-of-the week (Monday) dummy and the risk term which is the time-varying conditional variance with three alternative ...
openaire  

Forecasting the İstanbul Stock Exchange composite index

2021
öz İstanbul menkul kıymetler borsası bileşik endeksin tahmin edilmesi Besler, Batuhan Yüksek Lisans, İşletme Bölümü Tez Yöneticisi: Doç. Dr. İsmail Erdem Temmuz 1995, 71 sayfa Bilindiği gibi, öngörü metodlar para piyasalarında sıkça kullanılmaktadır.
openaire   +1 more source

Do World Cup Football Matches Affect Istanbul Stock Exchange?

SSRN Electronic Journal, 2004
This study documents whether investor's performance and mood being affected football matches like other market-excluded factors or not. If this assumption consider as a truth then market prices could be affected substantially and market anomalies could be observed.
openaire   +2 more sources

Stock simulation with stochastic models: An Application In Istanbul Stock Exchange

2020
Financial 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.
openaire   +2 more sources

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 ...
openaire  

Session Effect in Istanbul Stock Exchange

SSRN Electronic Journal, 2006
Mehmet F. Dicle, M. Kabir Hassan
openaire   +1 more source