Browsing by Subject "Volatility of BIST 100 returns"
Now showing items 1-1 of 1
-
Volatility of BIST 100 Returns After 2020, Calendar Anomalies and COVID-19 Effect
(Bankacılık Düzenleme ve Denetleme Kurumu, 2021)Market actors define the volatility in financial markets as a measure of risk. This study aims to investigate the volatility movements in the return series calculated on the closing values of the BIST 100 index between ...