Given the sustained attention to COVID-19, we explore if a reference dependent version of
the CAPM has a good explanatory power. It views the CAPM with the prospect theory …

This study aims to investigate the market efficiency of emerging stock markets, namely the
Mexico, Indonesia, Nigeria, and Turkey (MINT) stock markets based on the Fractal Market …

Abstract The Fractal Market Hypothesis questions the Efficient Market Hypothesis which
asserts that all the available information may not be reflected in the market prices, since …

In empirical studies of the efficient market hypothesis using a classic approach, attention has
generally been paid to the weak form of performance; other aspects of efficiency, such as …

Bankalarda volatilite yapısının modellenmesiyle, bankaların yanında ekonominin genelini
ilgilendiren risk ve belirsizliklerin karakteristik yapısı ortaya konulmaktadır. Bu çalışmada …

Özet Finansal sistemler, özellikle de kur piyasaları kompleks sistemlerdir. Bu çalışmamızda
Türkiye kur piyasalarının kaotik dinamik sergileyip sergilemediğini araştırıyoruz. Bunun için …

In continuously developing society brainstorming session often used to generate and
analyse ideas and options. It is useful to encourage specific types of thinking and can be a …

Die Modellierung und Erklärung von Aktienmärkten stand schon immer im Mittelpunkt der
finanzwissenschaftlichen Forschung. Allerdings deckt die wissenschaftliche Debatte die …

The paper analyses the common Russian assessment practice regarding the effectiveness
of the unit investment fund portfolio management based on the risk/return tradeoff. In the …

The Indian Stock Market is made up of participants from tick traders to long-term investors.
Each participant having different investment horizons trade simultaneously in the market …