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...
Main Author: | |
---|---|
Published: |
City University London
2000
|
Subjects: | |
Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340344 |