An investigation of anomalies at Istanbul Stock Exchange: size and January effects

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buir.advisorAydoğan, Kürşat
dc.contributor.authorBora, Zeynep Gül
dc.date.accessioned2016-01-08T20:16:47Z
dc.date.available2016-01-08T20:16:47Z
dc.date.issued1995
dc.departmentDepartment of Managementen_US
dc.descriptionAnkara : The Department of Business Administration of Bilkent Univ., 1995.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1999.en_US
dc.descriptionIncludes bibliographical references leaves 40-42.en_US
dc.description.abstractThis 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.en_US
dc.description.degreeM.B.Aen_US
dc.description.statementofresponsibilityBora, Zeynep Gülen_US
dc.format.extentv, 42 leaves, tablesen_US
dc.identifier.urihttp://hdl.handle.net/11693/18163
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectSize effecten_US
dc.subjectSmall-firm effecten_US
dc.subjectJanuary effecten_US
dc.subjectTurn of the year effecten_US
dc.subjectAnomalyen_US
dc.subject.lccHG5706.5.I88 B67 1995en_US
dc.subject.lcshStock exchanges--Turkey.en_US
dc.subject.lcshStock certificates--Turkey.en_US
dc.subject.lcshSecurities--Turkey.en_US
dc.subject.lcshCapital market--Turkey.en_US
dc.titleAn investigation of anomalies at Istanbul Stock Exchange: size and January effectsen_US
dc.typeThesisen_US

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