Table of contents
Sentiment versus mood: a conceptual and empirical investigation
Albert RappThe purpose of this paper is to investigate whether sentiment and mood, which are distinct theoretical concepts, can also be distinguished empirically.
Performance evaluation of the Turkish pension fund system
Tolga Umut Kuzubas, Burak Saltoğlu, Ayberk Sert, Ayhan YükselThe purpose of this paper is to provide an in-depth performance evaluation of funds offered by the Turkish pension system.
Does D&O insurance matter for stock price crash risk? Evidence from an Asian emerging market
Ming-Te Lee, Kai-Ting NienThe purpose of this paper is to address the opposing views of the relationship between directors’ and officers’ liability insurance (D&O insurance) and stock price crash risk in a…
The determinants of securities trading activity: evidence from four European equity markets
Silvio John Camilleri, Francelle GaleaThe purpose of this paper is to obtain new empirical evidence about the connections between equity trading activity and five possible liquidity determinants: market…
Factors influencing SRI fund performance
Halil KiymazThe purpose of this paper is to examine socially responsible investment (SRI) fund performance and investigate the factors influencing fund performance.
On sparsity of eigenportfolios to reduce transaction cost
Anqi Xiong, Ali N. AkansuTransaction cost becomes significant when one holds many securities in a large portfolio where capital allocations are frequently rebalanced due to variations in non-stationary…
ISSN:
2514-4774Online date, start – end:
2017Journal’s owner:
Turkish Capital Markets Association(opens new window)Open Access:
open accessEditor:
- Prof Guler Aras