Yazar

Toplam kayıt 5, listelenen: 1-5

    • Adaptive market hypothesis 

      Mandaci, P.E.; Taskin Yesilova, F.D.; Ergun, Z.C. (International Journal of Economics and Business Administration, 2019)
      Purpose: To investigate the implications of the Addaptive Market Hypothesis (AMH) on Turkish stock exchange market (Borsa Istanbul) indices as an emerging economy. BIST-100, BIST-30 and BIST-All indices are subjected to ...

    • Behaviour of emerging stock markets in the global financial meltdown: Evidence from bric-a 

      Aktan, B.; Mandaci, P.E.; Kopurlu, B.S.; Ersener, B. (ACADEMIC JOURNALS, 2009)
      This paper examines the emerging market indices of Brazil, Russia, India, China, and Argentina (BRICA) and investigates the linkages among the stock markets of the BRICA countries and their relations with the US market. ...

    • FUND MANAGERS PERFORMANCE IN TURKEY: AN EMPIRICAL EVALUATION 

      Masood, O.; Aktan, B.; Mandaci, P.E.; Teker, E. (VILNIUS GEDIMINAS TECHNICAL UNIV PRESS, TECHNIKA, 2010)
      The aim of this study is to investigate whether some certain characteristics of fund managers help to explain their performance in the context of an emerging market, Turkey. We test the statistical significance between two ...

    • The interactions between oil prices and Borsa Istanbul sector indices 

      Cagli, E.C.; Taskin Yesilova, F.D.; Mandaci, P.E. (International Journal of Economic Policy in Emerging Economies, 2014)
      This paper investigates the effects of the US crude oil prices (OIL) on some selected sub-sector indices of the Borsa Istanbul (BIST) including BIST-Chemical Petroleum, Plastic, (BIST-CHE), BIST-Textile-Leather (BIST-TEX), ...

    • The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models 

      Cagli, E.C.; Taskin Yesilova, F.D.; Mandaci, P.E. (ELSEVIER, 2019)
      The aim of this paper is to investigate the long and short-run relationship between spot and futures prices of the energy, precious metals, and base metals markets. We analyze daily data from January 1985 to February 2019. ...