An analysis of Ramadan effect by GJR-GARCH model : case of Borsa Istanbul
Year of publication: |
December 2016
|
---|---|
Authors: | Akbalik, Murat ; Tunay, K. Batu |
Published in: |
Oeconomia Copernicana. - Olsztyn, Poland : Institute of Economic Research, ISSN 2353-1827, ZDB-ID 2754520-9. - Vol. 7.2016, 4, p. 593-612
|
Subject: | stock returns | anomalies | Ramadan effect | GJR-GARCH | Kapitaleinkommen | Capital income | Türkei | Turkey | Schätzung | Estimation | Börsenkurs | Share price |
-
The calendar impact and trading behavior : an empirical evidence from around the globe
Alrashidi, Faleh, (2014)
-
The effect of overconfidence behaviour on stock market volatility in Belgium
Anzian, Kouamé Marcel, (2023)
-
Volatility regimes of selected central European stock returns : a Markov switching GARCH approach
Chocholatá, Michaela, (2022)
- More ...
-
Akbalik, Murat, (2017)
-
Tunay, K. Batu, (2021)
-
Forecasting Recessions in Turkey with Qual-VAR Models
Tunay, K. Batu, (2011)
- More ...