Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market
According to Efficient Market Hypothesis, investors cannot gain abnormal returns. But various anomalies such as day or intra-day effect which are frequently observed at the stock markets provide some abnormal returns to investors. In the literature, many studies have found various anomalies for diff...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Editura ASE Bucuresti
2016-03-01
|
| Series: | Romanian Economic Journal |
| Subjects: | |
| Online Access: | http://www.rejournal.eu/article/predicting-intra-day-and-day-week-anomalies-turkish-stock-market-0 |