The statistical evolution of prices on the Istanbul stock exchange

@article{Odabal2004TheSE,
  title={The statistical evolution of prices on the Istanbul stock exchange},
  author={Attila Odabaşl and Celal Asku and Vedat Akgiray},
  journal={The European Journal of Finance},
  year={2004},
  volume={10},
  pages={510 - 525}
}
  • Attila Odabaşl, Celal Asku *, Vedat Akgiray
  • Published 2004
  • Economics
  • The European Journal of Finance
  • This study documents the statistical properties of the stock returns on the Istanbul Stock Exchange (ISE) for the January 1988 to December 1999 period and tries to assess the evolution of the underlying stochastic structure over this time period. It also investigates empirically the relative efficiency of the ISE to test whether the rapid development of this market over the last decade caused it to become a relatively more efficient market. This is accomplished through a number of parametric… CONTINUE READING
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