The causal linkages between investor sentiment and excess returns on Borsa Istanbul
The main aim of this study is to analyze the causal relationship between BIST-100 return index and investor sentiment. The investor sentiment is measured by constructing an index comprised of the closed-end fund discount, mutual fund flows, share of equity issues in aggregate issues, repo shares in...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-09-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845020300119 |