Identifying the major reversals of the BIST-30 index by extreme outliers
Purpose - The purpose of this paper is to show that major reversals of an index (specifically BIST-30 index) can be detected uniquely on the date of reversal by checking the extreme outliers in the rate of change series using daily closing prices. Design/methodology/approach - The extreme outliers a...
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| Format: | Article |
| Language: | English |
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Emerald Publishing
2017-11-01
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| Series: | Journal of Capital Markets Studies |
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| Online Access: | https://www.emeraldinsight.com/doi/pdfplus/10.1108/JCMS-10-2017-002 |