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Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation
16 references·1 citing·39 second hopsampled
Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation (1995)Informational Efficiency of the Istanbul …Day of the week effects: new evidence from an emerging stock market (1995)Day of the week effects: new …The Individual Investor and the Weekend Effect (1994)The Individual Investor and t…Emerging Markets (1994)Emerging MarketsAnomalies or illusions? Evidence from stock markets in eighteen countries (1994)Anomalies or illusions? Evide…Portfolio Investment in Developing Countries (1993)Portfolio Investment in Devel…Emerging Markets (1992)Emerging MarketsThe stock market and economic development: Should developing countries encourage stock markets? (1991)The stock market and economic…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIDay-of-the-week and intraday effects in stock returns (1986)Day-of-the-week and intraday …The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…A Further Investigation of the Weekend Effect in Stock Returns (1984)A Further Investigation of th…Weekend Effects on Stock Returns: A Note (1982)Weekend Effects on Stock Retu…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …A note on the efficiency of financial markets in a developing country (1997)A note on the efficiency of f…Estimating betas from nonsynchronous data (1977)The distribution of earnings news over time and seasonalities in aggregate stock returns (1987)Short-Sale Restrictions and Market Reaction to Short-Interest Announcements (1993)The relationship between return and market value of common stocks (1981)Losing Sleep at the Market: The Daylight Saving Anomaly (2000)The day of the week effect on stock market volatility (2001)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)Time Series Analysis: Forecasting and Control (1977)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)Size-related anomalies and stock return seasonality (1983)A transaction data study of weekly and intradaily patterns in stock returns (1986)Transactions, Volume, and Volatility (1994)The Message in Daily Exchange Rates (2002)Econometric Models and Economic Forecasts (1990)Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Behavior of Stock Prices on Fridays and Mondays (1973)An Examination of the Robustness of the Weekend Effect (1989)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
  • 1994Anomalies or illusions? Evidence from stock markets in eighteen countries543 cited
  • 1982Weekend Effects on Stock Returns: A Note460 cited
  • 1986Day-of-the-week and intraday effects in stock returns341 cited
  • 1994The Individual Investor and the Weekend Effect333 cited
  • 1992Emerging Markets216 cited
  • 1995Day of the week effects: new evidence from an emerging stock market143 cited
  • 1993Portfolio Investment in Developing Countries100 cited
  • 1991The stock market and economic development: Should developing countries encourage stock markets?90 cited
  • 1994Emerging Markets

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  • 1997A note on the efficiency of financial markets in a developing country26 cited