This research report investigates the recurrence and reversal patterns of stock returns in Borsa Istanbul across periods during which market mood has been high and low and examines the role of mood beta in equity returns.
This research report investigates the changes in the quantity, size and financial ratios of the foreign subsidiaries of Turkish banks over time and their dispersion across various countries.
This report investigates the predictive power of average skewness calculated from the daily returns of equities traded in Borsa Istanbul and market skewness calculated from the daily returns of the Borsa Istanbul equity index returns on one-month-ahead aggregate returns.
This research report investigates the trends in women’s employment in the Turkish banking sector and how this variable affects bank performance and risk.
This research report investigates the relation between various asset pricing factors and equity portfolio returns in Borsa Istanbul.
This research report investigates the initial public offerings and the first-day IPO pricing dynamics in Borsa Istanbul in a sample period that covers between 2010 and 2019.
This research report presents various liquidity measures for stocks traded in Borsa Istanbul and investigates the relation between these measures and future equity returns.
This research report presents an overview of the private debt market in Turkey and investigates the impact of these issues on the equity market.
This research report examines 15 equity return anomalies documented in international markets in the context of Turkey and focuses on the relation between various firm characteristics and expected stock returns.
This research report presents a historical analysis of optimal portfolio weights for four different invesment vehicles in Turkey.
This research report investigates the relative performances of various country equity indices using multiple risk metrics and sample periods
This research report investigates the post-transaction stock return performances of Turkish public firms that have experienced a merger or acquisition either as an acquirer or a target.
This research report compares the risk-adjusted performances of various broad and sector-specific BIST equity indices and alternative investments such US dollar, euro, gold and S&P 500 index.