This study examines the value creation for investors in actively managed Turkish equity mutual funds during the eight year period between 2000 and 2007 using weekly returns. In the first and primary stage of this study, a ...

In this research, the long term international diversification benefit of Turkish Stock market is investigated among globally and regionally constructed portfolios. The global portfolios are Developed Markets, Emerging ...

The study aims to model the tails of daily returns of securities being traded in ISE via techniques developed by Extreme Value Theory and compute VaR. The performances of classical VaR forecasting methods of Historical ...

Separating firms into groups based on level of financing constraint proxied by size and stock market trading status, changes in financing patterns are investigated in times of high foreign capital flow and expansionary ...

Long term volatility of stock returns plays a major role in determining the weight of stocks in forward looking portfolios. This thesis investigates the long run stock return volatility in Turkey in two parts: i) ...

In this thesis study, the distributional behavior of return series of Istanbul StockExchange (ISE) stocks and some ISE indices are analyzed. Normality tests are conducted by employing Kolmogorov-Smirnov and Jarque-Bera ...

This thesis is done mainly to explore the time series dynamics and lead lag relationships among the Istanbul Stock Exchange (ISE) Equity Market Index, called ISE30, session to session and daily returns, volume and volatility. ...