Browsing by Keywords "Istanbul Stock Exchange"
Now showing items 1-6 of 6
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Common risk factors in the returns of stocks trading in the İstanbul Stock Exchange
(Bilkent University, 2011)This study investigates the stocks trading in the Istanbul Stock Exchange for the years between 1997 and 2010 in an attempt to determine the common risk factors that capture the variation in stock returns. Time-series ... -
The effects of political and economic news on the intradaily performance of the Istanbul Stock Exchange
(Bilkent University, 2004)This study aims to analyze the immediate effects of political and economic news on the intradaily performance of the ISE100 stock index. For the period between August 1, 2002 and March 31, 2003, both domestic and foreign ... -
Financial crisis and changes in determinants of risk and return: an empirical investigation of an emerging market (ISE)
(Multinational Finance Society, 1999)This paper examines how determinants of volatility and stock returns change with financial crisis. The contributions of the paper are twofold. First, using a GARCH-M framework, risk and return are jointly modeled by using ... -
Impact of exchange rate fluctuations and political risk on the risk premiums reflected in the cross-sections of individual eqity returns
(Bilkent University, 1996)The impact of exchange rate fluctuations and political risk on the risk premiums of individual equity returns trading in Istanbul Stock Exchange will be analyzed empirically. Turkey as an emerging market faced considerable ... -
Long-run and short-run links among the Turkish stock market and developed markets
(Bilkent University, 2002)One of the striking facts about the international economy is the high degree of integration, or linkage, among financial, or capital markets. Careful examination of international stock market movements in recent years ... -
Price resolution in an emerging market: evidence from the Istanbul Stock Exchange
(Routledge, 2006)This study examines price resolution an emerging market that uses a very large relative tick size. Intraday transaction data from the Istanbul Stock Exchange are used to provide evidence concerning clustering when prices ...
