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Are macroeconomic variables important for the stock market volatility? : evidence from the Istanbul stock exchange

Solakoğlu, Mehmet Nihat; Demir, Nazmi; Orhan, Mehmet - In: Stock market volatility, (pp. 519-533). 2009

Persistent link: https://www.econbiz.de/10003830657

Sentiment and beta herding in the Borsa Istanbul (BIST)

Demir, Nazmi; Mahmud, Syed F.; Solakoğlu, Mehmet Nihat - In: Risk management post financial crisis : a period of …, (pp. 389-400). 2014

Persistent link: https://www.econbiz.de/10010430622

Short- and long-run performance of IPOs traded on the Istanbul stock exchange

Orhan, Mehmet - In: Initial public offerings : an international perspective, (pp. 45-55). 2007

Persistent link: https://www.econbiz.de/10003523391

Risk evaluation of sectors traded at the ISE with VaR analysis

Orhan, Mehmet; Karaahmet, Gökhan - In: The VaR implementation handbook, (pp. 339-358). 2009

Persistent link: https://www.econbiz.de/10003827087

Sentiment and Beta Herding in the Borsa Istanbul (BIST)

Demir, Nazmi; Mahmud, Syed F.; Solakoglu, M. Nihat - In: Risk management post financial crisis : a period of …, (pp. 389-400). 2014

This study searches for sentimental herding in Borsa Istanbul (BIST) during the last decade using a state-space model employing cross-section standard deviations of systematic risk (Beta). It has been found that herding toward the market in the BIST-100 is both statistically significant and...

Persistent link: https://www.econbiz.de/10015368703