Now showing items 1-3 of 3
Impacts of short selling restrictions on stocks traded at Borsa İstanbul
(Bilkent University, 2014)
This study investigates impacts of short sale restrictions, particularly uptick rule which was repealed at 02.01.2014, on returns of stocks traded at Borsa Istanbul between January 2012 and March 2014. Firstly, time-series ...
Informed trading in borsa İstanbul
(Bilkent University, 2019-06)
This thesis investigates how information asymmetry affects asset prices in Borsa İstanbul. In the first chapter, we introduce the R package InfoTrad that estimates the probability of informed trading. Next, we examine ...
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 ...