January effect in Istanbul Stock Exchange [PDF]
, 2008 Menkul kıymet piyasalarındaki dönemselliklerin araştırılması etkin piyasa hipotezi hakkında bazı soru işaretlerinin oluşmasına neden olmaktadır. Dönemsellikler hakkında yapılan çalışmalar arasında Ocak ayı etkisi önemli bir yer tutmaktadır.
Çinko, Murat
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The Unexpected Actor? Civil‐Military Relations and Regulatory Agency Control in Brazil
Governance, Volume 39, Issue 1, January 2026.ABSTRACT Democratic backsliding around the world has sparked debate about its impact on public administration and governance. This article explores a growing yet less visible phenomenon threatening democracy. It examines the influence exerted by authoritarian populists over autonomous regulatory agencies through militarized patronage, that is, the ...
Bruno Queiroz Cunha +2 more
wiley +1 more source
Evolving market efficiency in Istanbul stock exchange
, 2002 The main purpose of this study is testing weak-form market efficiency hypothesis in ISE using the broadest sample and time series coverage that have been ever used. We use stock prices data of all companies that constitute ISE-100 index with time series covering 1990-2002 years. We test not only whether ISE is efficient in the weak-form sense, but also
Müslümov, Alövsat +2 more
openaire +4 more sources
The Validity of CAPM and ICAPM in the Istanbul Stock Exchange
Ekonomi, Politika & Finans Araştırmaları DergisiThis study aims to answer the following research question: Are the Capital Asset Pricing Model (CAPM) and International Capital Asset Pricing Model (ICAPM) valid in the Istanbul Stock Exchange (ISE)?
Gülşah Kulalı, Muhammad Muddasir
doaj +1 more source
The Relationship between Corporate Performance and Ownership Structure: Evidence from Turkey
Emerging Markets Journal, 2015 This study investigates the effects of ownership structure on the performance of the listed companies in Borsa Istanbul Stock Exchange 30 Firms (BIST 30).
Hicabi Ersoy, Ayben Koy
doaj +1 more source
From Discrete to Continuous: Modeling Volatility of the Istanbul Stock Exchange Market with GARCH and COGARCH [PDF]
, 2010 The objective of this paper is to model the volatility of Istanbul Stock Exchange market, ISE100 Index by ARMA and GARCH models and then take a step further into the analysis from discrete modeling to continuous modeling.
Unal, Gazanfer, Yildirim, Yavuz
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Determinants of Dividend Payout Decisions: A Dynamic Panel Data Analysis of Turkish Stock Market
International Journal of Financial Studies, 2018 This study analyzes the firm-specific factors affecting the dividend payout decisions of the companies whose shares are traded on the Borsa Istanbul stock exchange.
Faruk Bostanci +2 more
doaj +1 more source
Proceedings of the Conference on Emerging Economic Issues in a Globalizing World [PDF]
In this paper, we empirically examine the short term overreaction effect in the Istanbul Stock Exchange using daily stock data from January 1999 to December 2003. The study period covers the pre- and post- Turkish financial crisis period. Consistent with
Berna Okan, Gülin Vardar
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Inter-Regional Volatility Spillovers Between Emerging Capital Markets: Evidence From Turkey And Brazil [PDF]
, 2010 This study investigates volatility spillovers between two stock markets, Turkish and Brazilian, located in different regions of the world. Using a misspecification robust causality-in-variance test, we found strong evidence supporting volatility ...
Tasdemir, Murat, Yalama, Abdullah
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