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Informational Efficiency of the Istanbul Securities Exchange and Some Rationale for Public Regulation

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Ercan Balaban
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File URL: http://www.tcmb.gov.tr/research/discus/9502eng.pdf
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Paper provided by Research and Monetary Policy Department, Central Bank of the Republic of Turkey in its series Discussion Papers with number 9502.

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Date of creation: 1995
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Handle: RePEc:tcb:dpaper:9502

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Balaban, Ercan, 1995. "Day of the Week Effects: New Evidence from an Emerging Stock Market," Applied Economics Letters, Taylor and Francis Journals, vol. 2(5), pages 139-43, May. [Downloadable!] (restricted)
  2. Lakonishok, Josef & Levi, Maurice, 1982. " Weekend Effects on Stock Returns: A Note," Journal of Finance, American Finance Association, vol. 37(3), pages 883-89, June. [Downloadable!] (restricted)
  3. Keim, Donald B & Stambaugh, Robert F, 1984. " A Further Investigation of the Weekend Effect in Stock Returns," Journal of Finance, American Finance Association, vol. 39(3), pages 819-35, July. [Downloadable!] (restricted)
  4. Chuppe, Terry M. & Atkin, Michael, 1992. "Regulation of securities markets : some recent trends and their implications for emerging markets," Policy Research Working Paper Series 829, The World Bank. [Downloadable!]
  5. Jaffe, Jeffrey F & Westerfield, Randolph, 1985. " The Week-End Effect in Common Stock Returns: The International Evidence," Journal of Finance, American Finance Association, vol. 40(2), pages 433-54, June. [Downloadable!] (restricted)
  6. Abraham, Abraham & Ikenberry, David L., 1994. "The Individual Investor and the Weekend Effect," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(02), pages 263-277, June. [Downloadable!]
  7. French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March. [Downloadable!] (restricted)
  8. Vittas, Dimitri, 1992. "Contractual savings and emerging securities markets," Policy Research Working Paper Series 858, The World Bank. [Downloadable!]
  9. Claessens, S. & Gooptu, S., 1993. "Portfolio Investment in Developing Countries," World Bank - Discussion Papers 228, World Bank.
  10. Gibbons, Michael R & Hess, Patrick, 1981. "Day of the Week Effects and Asset Returns," Journal of Business, University of Chicago Press, vol. 54(4), pages 579-96, October. [Downloadable!] (restricted)
  11. Claessens, Stijn & Moon-Whoan Rhee & DEC, 1994. "The effects of barriers on equity investment in developing countries," Policy Research Working Paper Series 1263, The World Bank. [Downloadable!]
  12. Smirlock, Michael & Starks, Laura, 1986. "Day-of-the-week and intraday effects in stock returns," Journal of Financial Economics, Elsevier, vol. 17(1), pages 197-210, September. [Downloadable!] (restricted)
  13. Rogalski, Richard J, 1984. " A Further Investigation of the Weekend Effect in Stock Returns," Journal of Finance, American Finance Association, vol. 39(3), pages 835-37, July. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ercan Balaban & Kursat Kunter, 1996. "Financial Market Efficiency in a Developing Economy : The Turkish Case," Discussion Papers 9611, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  2. Ercan Balaban & Kursat Kunter, 1996. "Stock Market Efficiency in a Developing Economy : Evidence from Turkey," Discussion Papers 9612, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  3. Ercan Balaban, 1995. "The Term Structure of Volatility in the Turkish Stock Market," Discussion Papers 9510, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
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