We have applied Grey model based prediction models to predict gross national product, inflation index and annual interest rates for Turkey for the period of 1989.01-2004.12. Since Turkish economy went through two deep financial crises, the performance of prediction model for these variables in...

Hisse senetlerinin bölünmesi teorik olarak firmanın değerini etkilememesi gerektiği ifade edilse bile ampirik bulgular bölünmenin firma değerini etkilediği yönündedir. Bu çalışmada İMKB’de 2000–2005 yılları arasında yatırım ortaklığı sektöründe ortaya çıkan...

Son yıllarda hızla artış gösteren sendikasyon ve seküritizasyon kredilerinin borsadaki etkisinin olay çalışmasıyla analizin amaçlandığı bu çalışmada, sonuçlar olay bazında (-10,+10) penceresinde önemli sayıda pozitif veya negatif Anormal Getiri (AG) gözlemlenmiştir. Ancak...

We have investigated the tail distribution of the daily fluctuations in 202 different indices in the stock markets of 59 countries for the time span of the last 20 years. Power law, log-normal, Weibull, exponential and power law with exponential cutoff distributions are considered as possible...

We report the results of a study of the spectral properties of the correlation matrix of price fluctuations in the stock prices in an emerging market (Istanbul Stock Exchange Market) by using random matrix theory. Although properties such as the distributions of correlation matrix elements,...

We report the results of an investigation of the properties of the networks formed by the cross-correlations of the daily and weekly index changes of 143 stock market indices from 59 different countries. Analysis of the asset graphs, minimum spanning trees (MST) and planar maximally filtered...