Efficiency and volatility on the Istanbul Stock Exchange
This thesis investigates characteristics of the prices of shares traded on the Istanbul Stock Exchange (ISE), an important and fast-growing market. We look at five issues: the shape of the distribution of daily returns the predictability of these returns the presence of day-of-the-week effects in th...
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City University London
2000
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340344 |