Browsing by Author "Ermiş, M."
Now showing items 1-1 of 1
-
Does the auction cycle have an effect on the momentum strategies in Turkish bond market?
Öztürk, İlkay (2018-05)A momentum strategy is applied on the 5-year and the 10-year maturity Turkish bonds between March 2010 and August 2017 with various look-back periods. The U.S. 10-year maturity bond yield and the Istanbul Stock Exchange ...
Share this page