Testing BIST for Equity Return Anomalies using ARDL Model
Purpose – This study analyzes the Borsa İstanbul against equity return anomalies. With this purpose, the role of key financial stability indicators on long and short-term volatility movements in Borsa Istanbul has been tested. Design/methodology/approach – The model used in the study attempts to...
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| Format: | Article |
| Language: | English |
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Isarder
2021-04-01
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| Series: | İşletme Araştırmaları Dergisi |
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| Online Access: | https://isarder.org/2021/vol.13_issue.1_article7.pdf |