Istanbul Stock Exchange
Analyzing The Working Capital Structure and Profitability of Supermarket Chains: An Evidence From Istanbul Stock Exchange Trade Index
... on Istanbul Stock Exchange Retail Trade Index (BIST XTCRT) and 8 of them are the supermarket chains as ADESE, BİM, BİZİM, CARREFOUR, KİLER, MİGROS, TESCO KİPA and ...
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Fama and French Three-Factor Model: Evidence from Istanbul Stock Exchange
... This paper empirically tests the Fama and French three-factor model on Istanbul Stock Exchange (ISE). The aim of this study is to test the validity of the model with Turkish equity market data. It is ...
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Measuring the Systematic Risk of IPO’s Using Empirical Bayes Estimates in the Thinly Traded Istanbul Stock Exchange
... The systematic risk of IPO’s in the thinly traded Istanbul Stock Exchange (ISE) are estimated using Empirical Bayes Estimators (EBE). The sectors that the firms belong to, provide the priors. ...
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Further Evidence on the Validity of CAPM: the Istanbul Stock Exchange Application
... As one of the most important models in the finance literature, the Capital Asset Pricing Model (CAPM) assumes the existence of a positive and linear relationship between the systematic risk and required rates of return ...
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Estimating the Probability of Bankruptcy Using Z-score and Distance to Default Model: An Application on Istanbul Stock Exchange
... Borsa Istanbul Stock ...Borsa Istanbul stock listed companies and what is the difference between these models? This study aim at to unveil the capability of the enterprises to withstand ...
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Dividend Payment and its Impact on the Value of Firms Listed on Istanbul Stock Exchange: A Residual Income Approach
... the Istanbul Stock Exchange (ISE) by using the residual income approach developed by Ohlson (1995), in order to judge the validity of the irrelevance hypothesis in the Turkish ...
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Economic Impact on Financial Ratios of Food Industry at Istanbul Stock Exchange Listed Firms
... In this study, 22 food and beverage sector companies traded on the Istanbul stock exchange were selected as scope for the period 2008-2015. This research aims to investigate the relation between ...
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THE IMPACTS OF INTERNATIONAL PORTFOLIO INVESTMENTS ON ISTANBUL STOCK EXCHANGE MARKET
... on Istanbul Stock Exchange had been analyzed during the crisis and after crisis period that is between ...monthly stock positions of 455 active financial institutions that are provided from ...
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Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange
... in Istanbul Stock Exchange. We did not categorize stock pairs by sectors and therefore it is possible to observe mean reversion characteristics of different stocks that are selected from ...
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The Relationship between Ownership Structure and Dividend: An Application in Istanbul Stock Exchange
... This study defines the ownership structures of 271 real and banking sectors companies registered in the Istanbul Stock Exchange between 2004-2011 years and the impact of ownership structure on ...
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Does the Conditional CAPM Work? Evidence from the Istanbul Stock Exchange
... individual stock level and rely on portfolio formation procedures of the anomalies literature to group stocks into portfolios - which also gives us the chance to see to what extent asset pricing anomalies are ...
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Analyzing the Idiosyncratic Volatility Character of Emerging Markets: A Post Crisis Investigation on Istanbul Stock Exchange
... Abstract - - In this study, we aim to introduce behavior of idiosyncratic volatility and its forecasting ability in prediction of future return in Istanbul Stock Exchange (ISE) as an emerging market ...
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Mapping the trading behavior of the middle class in emerging markets: Evidence from the Istanbul Stock Exchange
... the Istanbul Stock Exchange (ISE), which recently merged with the derivatives and commodities exchanges under one rebranded market, the ‘Borsa Istanbul’ ( also BIST), was instrumental to the ...
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Impact of Macroeconomic Factors on Stock Market: Evidence from Istanbul Stock Exchange
... and stock market ...of Istanbul Stock Exchange (ISE) and macroeconomic aggregates such as CPI, interest rate, industrial production index, money supply, and real effective exchange ...
9
Evidence to Support Multifactor Asset Pricing Models: The Case of The Istanbul Stock Exchange
... The fact that no non-market factor (size, book to market ratio, momentum, liquidity, etc…) other than market risk is included in CAPM, indicates that excessive returns created by such variables, which are thought to lead ...
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The Impact of Short Selling on Intraday Volatility: Evidence from the Istanbul Stock Exchange
... The selling of securities that one does not actually own has long been a cryptic issue for market participants, especially for investors but also for regulators and academics. Throughout the related literature, short ...
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Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns
... ABSTRACT: The aim of this research is to expand the literature of market return volatility for the Istanbul Stock Exchange (ISE) sector indices by analyzing the conjoint impact of oil and gold ...
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The Behavior of Istanbul Stock Exchange Market: An Intraday Volatility/Return Analysis Approach
... The study investigates the intraday effect in Istanbul Stock Exchange (ISE) during the latest financial turmoil period of August 2007 to February 2010. We test for the possible existence of the ...
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An Early Warning Model with Technical Indicators: The Case of Ise (Istanbul Stock Exchange)
... whether stock prices will rise, fall or will be constant at the following ...daily stock returns. If the daily stock returns are positive, the indicator is coded as “+1”; if the daily stock ...
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BETA CALCULATION AND ROBUST REGRESSION METHODS: AN EXAMPLE FROM THE ISTANBUL STOCK EXCHANGE
... are many criticisms about the application of CAPM. Therefore, it is very important to not only use the model, but also to do so correctly. As a systematic risk estimator, beta is the most important element of CAPM and ...
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