This study is about the application of Hurst exponent in an emerging financial market, the Istanbul stock exchange (ISE). The aim of this study was to find out whether ISE daily return series has long-term dependency and multifractality by using Hurst exponent analysis. Hurst values of daily...

This study is about the examination of the relationship between stock price volatility and determinants of volume on an emerging market, the Istanbul stock exchange (ISE). The aim of this study was to find out empirically whether there was any insider trading on ISE in 2003 using the panel data...

Since the beginning of the 1990s, both industrialised and developing countries have adopted inflation targeting as a monetary policy strategy. Their central banks have designed their legal mandates to instutionalise monetary policy to aim only at price stability. In this sense, price stability...

This article analyses the relationship between the main antecedents of and imports/GNP ratio as a subtle reflector of macro-level consumer ethnocentrism (CE). We constructed a model that reflects the macro level ethnocentrism in a domestic country. This ratio expresses the economy openness of a...

This study is about the application of Hurst exponent in an emerging financial market, the Istanbul stock exchange (ISE). The aim of this study was to find out whether ISE daily return series has long-term dependency and multifractality by using Hurst exponent analysis. Hurst values of daily...

Since the beginning of the 1990s, both industrialised and developing countries have adopted inflation targeting as a monetary policy strategy. Their central banks have designed their legal mandates to instutionalise monetary policy to aim only at price stability. In this sense, price stability...