This paper investigates the integration of emerging stock markets over different time horizons using daily data over 1992-2011. The links among major Middle East and North African (MENA) stock exchange markets (Egypt, Israel, Jordan, Lebanon, Morocco, Turkey and United Arab Emirates) are...

This paper examines the lead-lag relationship between the Istanbul Stock Exchange 30 (ISE 30) Index and index futures prices at the Turkish Derivatives Exchange using daily observations from February 2005 to May 2008. It is found out that spot prices lead the futures prices for ISE 30 Index...

Even though the market data has a vital importance for the price discovery and the risk management for the aggregators and algorithms as well as for exchanges as an additional income source, the economics of data dissemination is quite new. This first academic attempt to understand the market...

The primary goal of this paper is to review the event studies conducted for Turkey to in order to identify the common components in their designs. This paper contributes to the existing literature by reviewing all event studies for Turkey for the first time, but more importantly; this review...