An analysis of the relation between return and beta for portfolios of Turkish equities
Cogent Economics & Finance, 2016 The present study investigates the possible existence of a systematic relation between beta and excess-return for portfolios of Turkish equities. In the process, no systematic relation is found between beta and realized portfolio excess-return, in an ...
Salvatore J. Terregrossa, Veysel Eraslan
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Impact of Macro Indicators on Istanbul Stock Exchange During Covid-19 Pandemic
İzmir İktisat Dergisi, 2022 This research analyses the effects of the macro indicators like credit default swap, exchange rate, oil prices and gold prices on the Istanbul Stock Exchange (BIST100 Index) during the Covid-19 period by applying vector autoregressive model. In the model,
Volkan Kaymaz, Özlem Yılmaz
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Emerging Markets Journal, 2018 To evaluate the operations of the companies in the past years and to make forecasts about the future, it is important to evaluate and analyze their financial performance.
Erdal Yılmaz, Tunay Aslan
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Long-run and short-run relationship between the main stock indexes: evidence from the Athens stock exchange [PDF]
, 2008 Evidence on long-run and short-run relationship among the major stock indexes in the highly concentrated Athens stock exchange (ASE) is provided utilizing daily data for the period 01/01/96 to 31/12/03. The findings suggest that even though the sector
Theophano Patra +3 more
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Finanse i Prawo Finansowe, 2022 The purpose of the article/hypothesis: The goal of this paper is to show differences between markets’ reactions to a number of Covid-19 new cases. Stock exchanges and their indices from Turkey, the USA and Poland are analyzed during the first year of the
Cezary Bolek, Monika Bolek
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Macroeconomic Determinants of Stock Market Fluctuations: The Case of BIST-100
Economies, 2019 The purpose of this study is to analyze the impacts of some prominent macroeconomic factors on the Turkish Stock Market index, BIST-100 (Borsa Istanbul-100).
Caner Demir
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The Interactive Effect of Capital Productivity and Accounting Conservatism on Cost of Capital in Tehran and Istanbul Stock Exchange Markets [PDF]
مدیریت بهره وری, 2019 Capital productivity concerns the measurement of managerial capacity to make optimal use of capital as one of the company's most important and restricted resources and accounting conservatism is one of the qualitative characteristics of accounting ...
Ebrahim Navidi Abbaspour +1 more
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The effects of the volatilities in global determinants on the Istanbul stock exchange [PDF]
PanoeconomicusThis study investigates the impact of the VIX, volatility in the oil price, gold price, exchange rate, interest rate, and traded value on volatility in the Istanbul stock exchange.
Köse Nezir, Ünal Emre
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Probabilistic-Based Forecasting Method For Time Series Datasets
Düzce Üniversitesi Bilim ve Teknoloji Dergisi, 2023 In this paper, a new probabilistic technique (a variant of Multiple Model Particle Filter-MMPF) will be used to predict time-series datasets. At first, the reliable performance of our method is proved using a virtual random scenario containing sixty ...
Abdullatif Baba
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FRACTIONAL COINTEGRATION ANALYSIS OF STOCK MARKET AND EXCHANGE RATES: THE CASE OF TURKEY [PDF]
Financial Studies, 2016 The fluctuations and responses between the exchange rate and the stock market has been a topic of interest for both policy makers and market participants for a long time.
Deniz ERER, Elif ERER, Tuna Can GÜLEÇ
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