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efficient market hypothesis 1 event study methodology 1 index changes 1 index composition 1 market model 1 price and volume effects 1 ÝMKB 30 (ISE 30) 1
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Teke, Baris 1
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Istanbul Stock Exchange Review 1
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Effects of a Change in the Composition of IMKB 30 on Stock Performance
Teke, Baris - In: Istanbul Stock Exchange Review 13 (2013) 51, pp. 21-57
A total of 60 incidents, of which 29 were additions to and 31 were exclusions from the index have been analyzed during the 23 index periods of ÝMKB 30 between the years 2005-2011. General conclusion is that announcements of change and the days of change do not have a significant impact on stock...
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