Using data sets on orders, order packages, quotes, trades and market-limit orders, we investigate several aspects of the microstructure of the Saudi Stock Market (SSM) under the computerized trading system, ESIS (Electronic Securities Information System). We study the interactio…
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This study examines the potential integration between Middle Eastern stock markets, especially Arab countries. I investigate the efficiency, diversification, correlation, and potential integration in Middle Eastern countries stock markets, in particular Egypt, Israel, Jordan, Mo…
The dissertation comprises three essays on the East Asian market integration. Chapter 1 examines the differences in the degree of market integration for Indonesia, Korea, Malaysia, the Philippines, and Thailand for the pre-1997-crisis and the post-1997-crisis periods using a reg…
THE PROBLEM. The purpose of this study is to investigate the impact of Turkish and U.S. investor sentiments on the Istanbul Stock Exchange (ISE) and to examine whether investor sentiment, stock returns, and volatility are related. METHOD. This study examined the impact of invest…
Scope and method of study. The main objective of this dissertation is to identify the determinants of stock market and currency crises and investigate the direction of causality between stock market and currency crises in emerging markets. The timing of stock market and currency…
This dissertation consists of three chapters. The first chapter analyzes the stock market transmission channel of the monetary policy of the Turkish economy not only at the aggregate but also at the sectoral level in a structural vector autoregression (SVAR) framework. I adopt a…
Bu çalışmada, hanehalkındaki finansal sıkıntının riskli yatırımlardan sakınmak veya riskli yatırım oranını düşürmek yoluyla yatırım riskini düşürme etkisi araştırılmıştır. Amerika Birleşik Devletleri’nde 2016 yılında yapılan Tüketici Finansı Anketi verileri kullanılarak Tobit mo…
This paper uses a VAR model and Granger Causality testing to examine how the growth rate of stock market development helps predict the growth rate of the economy in Nigeria. The study makes use of quarterly time series data for the period 1980 to 2004. Empirical results show tha…
The objective of this dissertation is to examine different aspects of return behavior and provide an out of sample evidence from the Saudi stock market (SSM). It consists of three essays. The first essay is organized into two parts. In the first part, I investigate the relations…
This dissertation examines overreaction, seasonality, and relationship among Middle East and North Africa (MENA) stock markets. The dissertation is organized in five chapters. The first chapter is introduction to the dissertation and its importance. The second chapter will discu…