İMKB’de Spekülatif Şişkinlerin Test Edilmesi = Testing for Speculative Bubbles on ISE

The main aim of this study is to examine the existence of speculative bubbles in Turkey using the daily data on ISE-100 and different sectors. For this purpose, the approach developed by McQueen and Thorley (1994), which utilizes duration models, is used. The beginning date of the daily indexes are...

Full description

Bibliographic Details
Main Authors: H. Aydın OKUYAN, H. Mehmet TAŞÇI
Format: Article
Language:English
Published: Dogus University 2009-06-01
Series:Doğuş Üniversitesi Dergisi
Subjects:
ISE
Online Access:http://journal.dogus.edu.tr/index.php/duj/article/view/49