Thesiss

4 works - Thesiss.

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The predictability of the US-based international mutual fund returns has received renewed consideration in recent academic studies. This dissertation extends recent research by exploring the 2,479 daily return observations covering the period from January 4, 1993 to October 31, …

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…