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Bigger fish in small pond: The interaction between foreigners' trading and emerging stock market returns under the microscope
Ülkü, Numan; Weber, Enzo - 2011
This paper provides the first study of foreign investors' trading in a sizeable European emerging stock market, using a combination of daily and monthly complete data collected at the destination. It also introduces the structural conditional correlation (SCC) methodology to identify the...
Persistent link: https://www.econbiz.de/10010281894
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Stock market efficiency in a developing economy : evidence from Turkey
Balaban, Ercan - 1996
Persistent link: https://www.econbiz.de/10000953641
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The Turkish stock market : the term structure of volatility and the month of the year effects
Balaban, Ercan - 1996
Persistent link: https://www.econbiz.de/10000960691
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Long memory in the volatility of an emerging equity market : the case of Turkey
DiSario, Robert; Saraoglu, Hakan; McCarthy, Joseph; Li, Hsi - In: Journal of international financial markets, … 18 (2008) 4, pp. 305-312
Persistent link: https://www.econbiz.de/10003727933
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Stock market returns in an emerging financial market : Turkish case study
Gazioğlu, Şaziye - In: Applied economics 40 (2008) 10/12, pp. 1363-1372
Persistent link: https://www.econbiz.de/10003742664
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Prediction of financial distress by multivariate statistical analysis : the case of firms taken into the surveillance market in the Istanbul stock exchange
Canbaş, Serpil; Önal, Yildirim B.; Düzakin, Hatice G.; … - In: International journal of theoretical and applied finance 9 (2006) 1, pp. 133-150
Persistent link: https://www.econbiz.de/10003285968
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Patience extracts sugar from a lemon : buy and hold with classifier system in the Istanbul stock exchange
Aksoy, Hakan; Sağlam, İsmail - In: Emerging markets finance & trade : a journal of the … 42 (2006) 1, pp. 50-61
Persistent link: https://www.econbiz.de/10003304779
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Regional integration of stock markets in MENA countries
Maghyereh, Aktham I. - In: Journal of emerging market finance 5 (2006) 1, pp. 59-94
Persistent link: https://www.econbiz.de/10003337608
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Stock market volatility and trading volume: an emerging market experience
Kiymaz, Halil; Girard, Eric - In: The ICFAI journal of applied finance 15 (2009) 6, pp. 5-32
Persistent link: https://www.econbiz.de/10003862601