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Post-earnings announcement drift : evidence from Turkey
Ahlatcıoğlu, Aykut; Okay, Nesrin - In: Borsa Istanbul Review 21 (2021) 1, pp. 92-103
We study the post-earnings announcement drift (PEAD) anomaly and its determinants in Borsa Istanbul using quarterly earnings announcements and three different surprise measures. We find evidence supportive of the existence of PEAD in the Turkish stock market. Sorting stocks each quarter into...
Persistent link: https://www.econbiz.de/10012816435
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Testing Market Efficiency with Nonlinear Methods : Evidence from Borsa Istanbul
Aliyev, Dr. Fuzuli - 2019
efficiency at Borsa Istanbul using a smooth transition autoregressive (STAR) type nonlinear model. I develop nonlinear ARCH and … STAR models, a linear AR model and random walk model for 10 years' weekly data and then out-of-sample forecast next 12 … weeks' return. Comparing forecast performance powers, I find that the STAR model outperforms random walk, that is Borsa …
Persistent link: https://www.econbiz.de/10012868580
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Return Predictability of Turkish Stocks : An Empirical Investigation
Cakici, Nusret - 2012
This paper provides a comprehensive analysis on the stock return predictability in Turkey, January 1997 to July 2011 …
Persistent link: https://www.econbiz.de/10013107852
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Share issuance and equity returns in Borsa Istanbul
Atilgan, Yigit; Demirtas, K. Ozgur; Erdogan, Alper - In: International review of economics & finance : IREF 43 (2016), pp. 320-333
Persistent link: https://www.econbiz.de/10011625715
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Re-examining the Turkish stock market efficiency : evidence from nonlinear unit root tests
Gozbasi, Onur; Kucukkaplan, Ilhan; Nazlıoğlu, Şaban - In: Economic modelling 38 (2014), pp. 381-384
Persistent link: https://www.econbiz.de/10010419047
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Episodic nonlinear event detection in the Turkish exchange rate market
Kiliç, Mustafa Ercan; Kara, Hakan - In: The empirical economics letters : a monthly … 13 (2014) 1, pp. 95-100
Persistent link: https://www.econbiz.de/10010392592
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Technical analysis, trading volume and market efficiency : evidence from an emerging market
Antoniou, Antonios (contributor) - In: Applied financial economics 7 (1997) 4, pp. 361-365
Persistent link: https://www.econbiz.de/10001226982
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Stock Dividend Ex-Day Abnormal Return : Evidence from Turkish Stock Market
Kadioglu, Eyup; Kirbas, Ayhan - 2021
This study examines the impact of the ex-day of stock dividend on stock return and volume on Borsa Istanbul stock exchange. The data covers 1,220 stock dividends associated with 305 companies over the period 1997-2018. A positive abnormal return and volume is seen around the ex-day of stock...
Persistent link: https://www.econbiz.de/10013312373
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The Effects of Currency Futures Trading on Turkish Currency Market
Oduncu, Arif - 2013
currency market for Turkey is studied. Analyzing the data, following results are obtained. First, the results suggest that the …
Persistent link: https://www.econbiz.de/10013087083
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The Impact of Derivatives on the Volatility of Turkish Stock Market
Cimen, Aysegul - 2019
evidence from an emerging stock market, Turkey. In order to emphasize the need for derivatives in the Turkish market, the …
Persistent link: https://www.econbiz.de/10012891813