The field of stock returns and assessing stock returns utilising financial ratios has attracted substantial interest from various stakeholders. In terms of previous research, the role of financial ratios on stock returns has been based on studies in developed markets, with limit…
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…
Prior to Statement of Financial Accounting Standards No. 121 (SFAS No. 121): Accounting for the Impairment of Long-Lived Assets and Long-Lived Assets to Be Disposed Of, managers had substantial discretion concerning the amount and timing of reporting writedowns of long-lived ass…
This research examines stocks' returns and volatility in the Kuwait Stock Exchange (KSE). The research is organized in five chapters. The first chapter provides an introduction of the research, its importance, and its main goals. The second chapter presents a historical backgrou…
This dissertation contains three studies discussing the financial market returns' volatility spillover, optimal currency union, and source of real exchange rate fluctuations in Gulf Cooperation Council countries (GCC) 1 . This study will give insight into economic integration am…
This dissertation consists of three essays. In the first essay, I shed light on the effect of exchange rate volatility on trade volume, using ARCH-GARCH, or autoregressive conditional heteroskedasticity-generalized (ARCH) models, to generate a measure of exchange rate volatility…
Emerging stock markets play an important role in portfolio diversification. Accurate depiction of their status is essential for potential investment assessment. This dissertation focuses on two important aspects of emerging markets using Istanbul Stock Exchange (“ISE”) as an exa…