An investigation of anomalies at Istanbul Stock Exchange: size and January effects
Author
Bora, Zeynep Gül
Advisor
Aydoğan, Kürşat
Date
1995Publisher
Bilkent University
Language
English
Type
ThesisItem Usage Stats
84
views
views
25
downloads
downloads
Abstract
This study investigates January effect at Istanbul Stock Exchange in
combination with size of firms which are traded for the period of 1988 - 1994,
using monthly data. The study is based on the groupings of stocks in ten size
groups; which permits us to examine January effect via these groups.
It starts with questioning of which size groups are associated with the
turn of the year effect and further examines the existence of excess returns of
the smallest size group over the largest one for both January and April.
This study, however, presents the evidence that the so-called January
effect via size does not exist at Istanbul Stock Exchange.
Permalink
http://hdl.handle.net/11693/18163Collections
Related items
Showing items related by title, author, creator and subject.
-
Effect of load, processing time and due date variation on the effectiveness of scheduling rules
Lejmi, T.; Sabuncuoğlu, İ. (Taylor & Francis, 2002)In real manufacturing environments, variations in production factors (i.e. pro- cessing time, demand, due-dates) are inevitable facts. All these dynamic changes, together with random disturbances (e.g. machine breakdowns) ... -
Labor-force participation of married women in Turkey: a study of the added-worker effect and the discouraged-worker effect
Karaoglan, D.; Okten, C. (Routledge, 2015)We analyze married women's labor-supply responses to their husbands' job loss (added-worker effect) and worsening of unemployment conditions (discouraged-worker effect). We construct six two-year pseudopanels based on the ... -
Multifunctional ZnO nanorod-reduced graphene oxide hybrids nanocomposites for effective water remediation: effective sunlight driven degradation of organic dyes and rapid heavy metal adsorption
Ranjith, K. S.; Manivel, P.; Rajendrakumar, R. T.; Uyar, Tamer (Elsevier, 2017-10)We demonstrate the multi-functionality engineering on nanocomposite by combining one dimensional (1D) ZnO nanorod (NR) and two dimensional (2D) reduced graphene oxide (rGO) for efficient water remediation. Nano-engineered ...