Intraday analyses of volatility-volume relation by decomposing the volume into number of trades and average trade size is measured in Borsa Istanbul equity market. Results confirm that the number of trades has more explanatory power over the short-term volatility comparably parallel with the...

Although many papers have examined the Saudi stock market, to date none have explored the influence of religiosity on the behavior of stock prices, taking into account the dominance of individual investors. These characteristics distinguish the Saudi stock market from other mature and immature...

The goal of this study is to test the validity of the prospect theory in the Borsa Istanbul (BIST) over the sample period September 2009 to December 2019. The prospect theory values of the stocks are generated from their historical return distributions following the method by Barberis et al....

This study aims to identify critical factors of the sustainability index (SI) and evaluate the industries listed in the stock exchange based on the performance of this index. For this purpose, a new fuzzy decision-making model has been created. Firstly, 12 different criteria for the SI are...