Arab Stock Markets Integration: The Case Study of Agadir Agreement Countries

Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets: A Case Study on the Bucharest Stock Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.2305945 ◽

2013 ◽

Cited By ~ 1

Author(s):

Daniel Traian Pele ◽

Miruna Marinescu Mazurencu ◽

Peter Nijkamp

Keyword(s):

Stock Markets ◽

Stock Exchange ◽

Power Laws

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Thin capital markets: a case study of the Kuwaiti stock markets: a note

Applied Economics ◽

10.1080/00036848300000057 ◽

1983 ◽

Vol 15 (1) ◽

pp. 121-122 ◽

Cited By ~ 3

Author(s):

A. C. Bletsas ◽

S. G. Tebbutt

Keyword(s):

Capital Markets ◽

Stock Markets

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Integration of the African Stock Markets to the Global Markets: Case Study of South Africa

Mediterranean Journal of Social Sciences ◽

10.5901/mjss.2014.v5n2p619 ◽

2014 ◽

Author(s):

Forget Mingiri Kapingura ◽

Syden Mishi ◽

Sibanisezwe Khumalo

Keyword(s):

South Africa ◽

Stock Markets ◽

Global Markets

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Mixed integer programming approach for seasonal anomalies in stock markets: A case study for BIST

New Trends and Issues Proceedings on Humanities and Social Sciences ◽

10.18844/prosoc.v5i2.3651 ◽

2018 ◽

Vol 5 (2) ◽

pp. 19-28

Author(s):

Oguzhan Ahmet Arik

Keyword(s):

Integer Programming ◽

Mixed Integer Programming ◽

Stock Prices ◽

Stock Markets ◽

Stock Exchange ◽

Mixed Integer ◽

Programming Approach ◽

The Past ◽

Istanbul Stock Exchange

This paper proposes a mixed integer programming approach for seasonal anomalies in stock markets and presents a case study for the XU030 index in the stock market of Istanbul Stock Exchange (BIST). Stock markets are significant for economies of countries all over the world. Investors get economical wealth or lose some of their investment by selling and buying stocks. Therefore, buying and selling times of stocks are so important. This paper investigates a well-known effect called as ‘Sell in May and Go Away’ by proposing a MIP approach that searches best times for buying and selling of stocks in a year. Furthermore, this paper includes a numerical example of XU030 stock prices for the past 5 years and shows that most of the XU030 stocks have seasonal anomalies.Keywords: First keyword, second keyword, third keyword, forth keyword.

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