Browsing by Author "Lekpek, Senad"
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Three essays on the behavior of equity market returns
Lekpek, Senad (2016-12)The first chapter of this thesis analyzes return comovements phenomena known as correlation asymmetry. The phenomena has its two manifests: asymmetric correlations, referring to stock return correlations being higher during ... -
Turn-of-the-month effect: New evidence from an emerging stock market
Kayaçetin, Volkan; Lekpek, Senad (Elsevier, 2016-08)This paper analyzes the turn-of-the-month (ToM) effect in Turkish equity returns. We show that the ToM effect is strongly significant in BIST100 index over 1988–2014, and distinct from other calendar anomalies. In particular, ...
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