Browsing Uluslararası Ticaret ve Finans Bölümü Koleksiyonu by Publisher "Elsevier"
Now showing items 1-5 of 5
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Does mood affect institutional herding?
(Elsevier, 2020)Drawing on a unique data set of daily portfolio holdings for Turkish mutual funds we investigate the relationship between mood and institutional herding on the premises of various established mood proxies (weekend effect; ... -
A max–min model of random variables in bivariate random sequences
(Elsevier, 2021)We introduce a max–min model to bivariate random sequences and applying bivariate binomial distribution in fourfold scheme derive the distributions of associated order statistics in a new model. Some examples for special ... -
Political turmoil and the impact of foreign orders on equity prices
(Elsevier, 2020)This paper examines whether foreign investors possess an information advantage over local investors in the Turkish stock market between 2007 and 2015. We find that foreign investors have an information advantage in 24 ... -
Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU
(Elsevier, 2014)[Abstract Not Available] -
The speed of stock price adjustment to corporate announcements: Insights from Turkey
(Elsevier, 2020)The market reaction speeds to the news flow are currently measured at the millisecond level in developed markets. We investigate, using a unique setting from Turkey, whether the market reaction speeds in less sophisticated ...