This is the first study to use intraday data from the Istanbul Stock Exchange (ISE). The purpose of the study is to investigate short-term price dynamics in this emerging market. The data set covers the 30 most active stocks on the ISE over 14 months and contains about nine mill…
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The objective of this dissertation is to analyze volatility of one of the fastest growing emerging stock markets namely Istanbul Stock Exchange (ISE). Using the daily return data of 220 firms over the period of 1992-1999 we first construct three different measures of monthly sto…
Foreign Direct Investment (FDI) has become an important vehicle of economic development for emerging markets over the course of the last twenty-five years in a neo-liberal global economic environment. The benefits of FDI include the eradication of unemployment through stable lon…
