This study examines the effects of technological changes on selected stock market qualities such as liquidity, turnover and volatility. The data set includes daily data of 361 stocks from 10 emerging market exchanges, namely Colombia, Indonesia, Johannesburg, Korea, Malaysia, Mexico, Russia,...

We investigate the lead-lag relationship between price movements of single stock futures (SSFs) and spot stock markets in four organized markets, namely, Korea Exchange, National Stock Exchange of India, Warsaw Stock Exchange, and Moscow Exchange. Employing a vector error correction model and...

This paper investigates the foreign equity holdings at Borsa Ýstanbul. Employing the augmented VAR model, we find that the VIX Index which is accepted as a key indicator for global investor sentiment, has an explanatory power on the net foreign equity holdings, the foreign market capitalization...

We investigate the lead-lag relationship between price movements of single stock futures (SSFs) and spot stock markets in four organized markets, namely, Korea Exchange, National Stock Exchange of India, Warsaw Stock Exchange, and Moscow Exchange. Employing a vector error correction model and...

This paper investigates the foreign equity holdings at Borsa Ýstanbul. Employing the augmented VAR model, we find that the VIX Index which is accepted as a key indicator for global investor sentiment, has an explanatory power on the net foreign equity holdings, the foreign market capitalization...

We explore the return performance of individual investors with respect to various factors such as portfolio size, turnover and also demographic factors: gender and age. Concerning that Borsa Ýstanbul has one of highest turnovers in the world (141.8% as of 2012), it is an ideal candidate to do...