Bora, Zeynep Gül2016-01-082016-01-081995http://hdl.handle.net/11693/18163Ankara : The Department of Business Administration of Bilkent Univ., 1995.Thesis (Master's) -- Bilkent University, 1999.Includes bibliographical references leaves 40-42.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.v, 42 leaves, tablesEnglishinfo:eu-repo/semantics/openAccessSize effectSmall-firm effectJanuary effectTurn of the year effectAnomalyHG5706.5.I88 B67 1995Stock exchanges--Turkey.Stock certificates--Turkey.Securities--Turkey.Capital market--Turkey.Thesis