... 10 See; Ramazan Gencay, Non-Linear Prediction of Security Returns with Moving Average Rules... more ... 10 See; Ramazan Gencay, Non-Linear Prediction of Security Returns with Moving Average Rules, Journal of Forecasting, 15(3), 1996, s.165-174; Ramazan Gencay T. Stengos, Moving Average Rules, Volume and the Predicability of Stock Returns with ... Emin AVCI 446 ...
International Business & Economics Research Journal (IBER), 2011
The existence of day of the week effect for Istanbul Stock Exchange (ISE) was analyzed on the bas... more The existence of day of the week effect for Istanbul Stock Exchange (ISE) was analyzed on the basis of ISE-100 index returns, the returns of all stocks traded in ISE and market capitalization based portfolio returns during 1995-2008. In line with the previous findings, the results of the study presented that the ISE-100 index, ISE traded stocks and market capitalization based portfolios had significant negative Monday and significant positive Thursday and Friday returns.
International Journal of Corporate Finance and Accounting, 2014
Calendar anomalies, specifically Day of the Week (DoW) effect, have attracted considerable attent... more Calendar anomalies, specifically Day of the Week (DoW) effect, have attracted considerable attention by academicians and practitioners during the last decades. This study investigates the existence of DoW effect in 13 emerging stock markets by utilizing an observation period of 12 years. Whereas the findings of the study reveal the presence of negative Monday effects for Indonesia, Malaysia, and Thailand; positive Monday returns are found in South Africa contrary to expectations. Furthermore; positive Friday returns are observed in 9 of the markets belonging to Argentina, Brazil, Bulgaria, Indonesia, Malaysia, Romania, Thailand, Tunisia, and Turkey. Additional results document the presence of positive Wednesday and Thursday returns for most of the markets analyzed.
Çalısmamızda yapay sinir agları (YSA) modellerinin 6 gelismekte olan ülke, ki bu ülkeler Avrupa T... more Çalısmamızda yapay sinir agları (YSA) modellerinin 6 gelismekte olan ülke, ki bu ülkeler Avrupa Toplulugu'nun 5 yeni üyesi ve biri aday ülkeden olusmaktadır, borsalarındaki günlük endeks getirilerini tahmin etmedeki etkinligi incelenmistir. Çalısmanın bulguları göstermistir ki ...
Journal of BRSA Banking and Financial Markets, 2008
If you experience problems downloading a file, check if you have the proper application to view i... more If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. ...
ABSTRACT: Especially for the last decade, the neural network models have been applied to solve fi... more ABSTRACT: Especially for the last decade, the neural network models have been applied to solve financial problems like portfolio construction and stock market forecasting. Among the alternative neural network models, the multilayer perceptron models are expected to be ...
... 10 See; Ramazan Gencay, Non-Linear Prediction of Security Returns with Moving Average Rules... more ... 10 See; Ramazan Gencay, Non-Linear Prediction of Security Returns with Moving Average Rules, Journal of Forecasting, 15(3), 1996, s.165-174; Ramazan Gencay T. Stengos, Moving Average Rules, Volume and the Predicability of Stock Returns with ... Emin AVCI 446 ...
International Business & Economics Research Journal (IBER), 2011
The existence of day of the week effect for Istanbul Stock Exchange (ISE) was analyzed on the bas... more The existence of day of the week effect for Istanbul Stock Exchange (ISE) was analyzed on the basis of ISE-100 index returns, the returns of all stocks traded in ISE and market capitalization based portfolio returns during 1995-2008. In line with the previous findings, the results of the study presented that the ISE-100 index, ISE traded stocks and market capitalization based portfolios had significant negative Monday and significant positive Thursday and Friday returns.
International Journal of Corporate Finance and Accounting, 2014
Calendar anomalies, specifically Day of the Week (DoW) effect, have attracted considerable attent... more Calendar anomalies, specifically Day of the Week (DoW) effect, have attracted considerable attention by academicians and practitioners during the last decades. This study investigates the existence of DoW effect in 13 emerging stock markets by utilizing an observation period of 12 years. Whereas the findings of the study reveal the presence of negative Monday effects for Indonesia, Malaysia, and Thailand; positive Monday returns are found in South Africa contrary to expectations. Furthermore; positive Friday returns are observed in 9 of the markets belonging to Argentina, Brazil, Bulgaria, Indonesia, Malaysia, Romania, Thailand, Tunisia, and Turkey. Additional results document the presence of positive Wednesday and Thursday returns for most of the markets analyzed.
Çalısmamızda yapay sinir agları (YSA) modellerinin 6 gelismekte olan ülke, ki bu ülkeler Avrupa T... more Çalısmamızda yapay sinir agları (YSA) modellerinin 6 gelismekte olan ülke, ki bu ülkeler Avrupa Toplulugu'nun 5 yeni üyesi ve biri aday ülkeden olusmaktadır, borsalarındaki günlük endeks getirilerini tahmin etmedeki etkinligi incelenmistir. Çalısmanın bulguları göstermistir ki ...
Journal of BRSA Banking and Financial Markets, 2008
If you experience problems downloading a file, check if you have the proper application to view i... more If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. ...
ABSTRACT: Especially for the last decade, the neural network models have been applied to solve fi... more ABSTRACT: Especially for the last decade, the neural network models have been applied to solve financial problems like portfolio construction and stock market forecasting. Among the alternative neural network models, the multilayer perceptron models are expected to be ...
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