Borsa Istanbul
Resitpasa, Emirgan
Istanbul, 34467
Turkey
Borsa Istanbul (Istanbul Stock Exchange)
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Contrarian strategies, momentum effects, winners-losers effect, overreaction, emerging markets
Market Efficiency, Anomalies, Seasonalities, Day-of-the-Week Effect, January Effect, Turn-of-the-Year Effect, Turn-of-the-Month Effect, Intra-Month Effect, Holiday Effect
Stock index revisions, Index composition, Price and Volume effects
Momentum effects, contrarian strategies, winners-losers effect, overreaction, market efficiency, emerging markets
Anomalies, seasonalities, microstructure, intraday effects, day-end effect
Anomalies, Seasonalities, Microstructure, Intraday Effects, Day-end Effect
Price limits, volatility, emerging markets, ARCH-GARCH modelling
Information Networks, Heterogeneous Investors, Portfolio Choice, Power Law
Initial Public Offerings, underperformance, underpricing, market efficiency, emerging markets.
initial public offerings, underperformance, underpricing, market efficiency, emerging markets
trading halts, microstructure, price discovery, regulatory effectiveness, institutional investors,
Price limits, volatility, microstructure, overreaction, price discovery