Purpose - This study aims to provide preliminary information to the investor by determining which indices co-movement, with the data mining method. Design/methodology/approach - In this context, data sets containing daily opening and closing prices between 2001 and 2019 have been created for 11...

Purpose: This study aimed to investigate return and volatility spillover between the Borsa Istanbul (BIST) and the Moscow Stock Exchange (RTS). Design/methodology/approach: This study used generalized autoregressive conditionally heteroscedasticity (GARCH) model for volatility and the Aggregate...

Purpose - This study aims to provide preliminary information to the investor by determining which indices co-movement, with the data mining method. Design/methodology/approach - In this context, data sets containing daily opening and closing prices between 2001 and 2019 have been created for 11...