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dc.contributor.advisorAydoğan, Kürşat
dc.contributor.authorSayın, Gürkan
dc.date.accessioned2016-01-08T20:11:05Z
dc.date.available2016-01-08T20:11:05Z
dc.date.issued1993
dc.identifier.urihttp://hdl.handle.net/11693/17528
dc.descriptionAnkara : The Faculty of Management and Graduate School of Business Administration of Bilkent Univ., 1993.en_US
dc.descriptionThesis (Master's) -- İhsan Doğramacı Bilkent University, 1993.en_US
dc.descriptionIncludes bibliographical references (leaves 27-28).en_US
dc.description.abstractIn this study , the presence of winner -1 oser effect in Istanbul Stock Exchange is investigated. Tests are done for the period of January .1988 - December 1992. Past performance is used to form the " Winner " and "Loser" portfolios pri or to the lest period. Duration for past performance measure ments change from 1 month to 48 months.Test periods change from 3 months to 36 months. The results show that, in the first month of the test period, loser portfolio outperforms the winner p o r t f o l i o . This ef f ect is e m p h a s i z e d if the first mont h of the lest period is January. The above results carry similarities with the empirical results obtained from slock markets of USA and Japan.en_US
dc.description.statementofresponsibilitySayın, Gürkanen_US
dc.format.extentv, 50 leavesen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectWinner-Loser Effecten_US
dc.subjectPast performanceen_US
dc.subjectTest perioden_US
dc.subject.lccHG5706.5.I88 S29 1993en_US
dc.subject.lcshStock exchanges--Turkey.en_US
dc.titleAn investigation of anomalies at Istanbul Securities Exchange : winner-loser effecten_US
dc.typeThesisen_US
dc.departmentDepartment of Managementen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.B.Aen_US


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