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 (SSCI) 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
  • Derginin Tarandığı İndeksler: Social Sciences Citation Index (SSCI), Emerging Sources Citation Index (ESCI), Scopus, International Bibliography of Social Sciences, ABI/INFORM, INSPEC
  • Sayfa Sayıları: ss.504-521
  • Anahtar Kelimeler: Investor sentiment, ISE, Stock returns-volatility, Turkish Stock Market, VAR estimation, PRICES, EARNINGS
  • Marmara Üniversitesi Adresli: Hayır

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.