The relationship between individual investor sentiment, stock return and volatility Evidence from the Turkish market


Sayim M. , Rahman H.

INTERNATIONAL JOURNAL OF EMERGING MARKETS, cilt.10, ss.504-521, 2015 (ESCI İndekslerine Giren Dergi) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 10
  • Basım Tarihi: 2015
  • Doi Numarası: 10.1108/ijoem-07-2012-0060
  • Dergi Adı: INTERNATIONAL JOURNAL OF EMERGING MARKETS
  • Sayfa Sayıları: ss.504-521

Özet

Purpose - The purpose of this paper is to examine the impact of Turkish individual investor sentiment on the Istanbul Stock Exchange (ISE) and to investigate whether investor sentiment, stock return and volatility in Turkey are related.