Joinpoint Regression Analysis and an Application on Istanbul Stock-Exchange
نویسندگان
چکیده
منابع مشابه
An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes
This paper analyzes possible cointegration relations among the sub-indexes of the Istanbul Stock Exchange series services sector, industry sector and financial sector for the period from February 1, 1997 to September 24, 2003. The data is analyzed by using various methods initiated by Engle and Granger (1987), Johansen (1988) and Akdi (1995). The basic finding of this study is that none of thes...
متن کاملStock Price Clustering on the Istanbul Stock Exchange
Increased competition during the last two decades forces organizers of financial exchanges to reconsider the optimality of their design. One feature of an exchange is the tick rule it employs. During the last decade, reduction in tick size has been a common practice. This study examines an emerging market that represents a polar case because of its apparently large tick size relative to stock p...
متن کاملThe statistical evolution of prices on the Istanbul Stock Exchange
This study documents the statistical properties of the stock returns on the Istanbul Stock Exchange (ISE) for the January 1988 to December 1999 period and tries to assess the evolution of the underlying stochastic structure over this time period. It also investigates empirically the relative efficiency of the ISE to test whether the rapid development of this market over the last decade caused i...
متن کاملA fuzzy rule based expert system for stock evaluation and portfolio construction: An application to Istanbul Stock Exchange
The aim of this study is to construct appropriate portfolios by taking investor’s preferences and risk profile into account in a realistic, flexible and practical manner. In this concern, a fuzzy rule based expert system is developed to support portfolio managers in their middle term investment decisions. The proposed expert system is validated by using the data of 61 stocks that publicly trade...
متن کاملFuzzy Data Envelopment Analysis Approach for Ranking of Stocks with an Application to Tehran Stock Exchange
The main goal of this paper is to propose a new approach for efficiency measurement and ranking of stocks. Data envelopment analysis (DEA) is one of the popular and applicable techniques that can be used to reach this goal. However, there are always concerns about negative data and uncertainty in financial markets. Since the classical DEA models cannot deal with negative and imprecise values, i...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Alphanumeric Journal
سال: 2014
ISSN: 2148-2225
DOI: 10.17093/aj.56252