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Browsing Ph.D. Theses by Subject "Stock exchanges -- Turkey."

Browsing Ph.D. Theses by Subject "Stock exchanges -- Turkey."

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  • Contribution of Turkish stock market to global portfolios 
    Onay, Ceylan. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2004., 2004.)
    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 ...
  • Decomposition of risk premia in equity markets through time 
    Candemir, Işıl. (Thesis (Ph.D.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2022., 2022.)
    This thesis contains the documentation of the time varying risk premia for Turkish equity market denominated in local currency, using two sophisticated asset pricing methods. In the first part, we choose a dynamic panel ...
  • Extreme value approach in analyzing stock returns in Istanbul Stock Exchange 
    Ünal, Gözde Erhan. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2006., 2006.)
    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 ...
  • Foreign investors' role in a stock market boom and bust cycle: Turkey's experience in 1999-2001 
    Tükel, Ali. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2006., 2006.)
    This dissertation explores the investment strategy of foreign portfolio investors in theIstanbul Stock Exchange and their impact on the market during the turbulent periodbetween 1999-2001 which includes a rally and two ...
  • Time series analysis of IMKB-30 equity market index returns and the effect of volume and volatility on returns 
    Dönmez, Çetin Ali. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2006., 2006.)
    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. ...
  • What factors affect behavioral biases?: evidence from individual Turkish stock investors 
    Tekçe, Bülent. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2015., 2015.)
    In this thesis, five behavioral biases of individual Turkish stock investors are analyzed: overconfidence, familiarity bias, representativeness heuristic, status quo bias and disposition effect. Using buy and sell transaction ...

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