In this paper, we use new historical data on the most popular stocks traded at the Istanbul bourse between 1910 and 1914, to examine the effect of wars on stock market prices. During this period, the Ottoman Empire was involved in the Turco-Italian and the Balkan wars, leading to massive land...

The thesis at hand includes four essays that analyze issues related to the energy prices. In the first essay, the effects of oil prices on Turkish stock market activity is investigated by using vector autoregressive model (VAR). Specific attention is given to global liquidity conditions in order...

It is common to distinguish among three versions of the Efficient Market Hypothesis EMH: the weak; the semi-strong; and the strong forms of the hypothesis. These versions differ by their notions of what is meant by the term "all available information". The Semi-Strong form hypothesis states that...

This study aims at investigating the correlation and causality relationships between stock prices in Palestine and some macroeconomic variables. Two methodologies were used in order to determine the relationships, first we used a regression analysis for ten years' worth of quarterly data (40...