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Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market

Year 2008, Volume: 2 Issue: 1, 85 - 108, 01.06.2008

Numan Ülkü

Keywords

The Relationship Between Big Investors’ Trading and Returns Predictive Value of Large

References

  • Lakonishok, J., A. Shleifer and R.W. Vishny (1992) The impact of institutional trading on stock prices, Journal of Financial Economics 32, 23-43
  • Lee, Y., J. Lin and Y. Liu (1999) Trading patterns of big versus small players in an emerging market: An empirical analysis, Journal of Banking and Finance 23, 701-725
  • Nofsinger, J.R. and R.W. Sias (1999) Herding and Feedback Trading by Institu- tional and Individual Investors, Journal of Finance 54, 2263-2295
  • Sias, R.W. and L.T. Starks (1997) Return autocorrelation and institutional in- vestors, Journal of Financial Economics 46, 103-131
  • Wermers, R. (1999) Mutual Fund Herding and the Impact on Stock Prices, Jo- urnal of Finance 54, 581-601
  • Ülkü, N. (2001) Behavioral Finance Theories and the Price Behavior of ISE aro- und the Start of the Disinflation Programme, ISE Review 5 (17), 93-124

Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market

Year 2008, Volume: 2 Issue: 1, 85 - 108, 01.06.2008

Numan Ülkü

Keywords

The Relationship Between Big Investors’ Trading and Returns Predictive Value of Large

References

  • Lakonishok, J., A. Shleifer and R.W. Vishny (1992) The impact of institutional trading on stock prices, Journal of Financial Economics 32, 23-43
  • Lee, Y., J. Lin and Y. Liu (1999) Trading patterns of big versus small players in an emerging market: An empirical analysis, Journal of Banking and Finance 23, 701-725
  • Nofsinger, J.R. and R.W. Sias (1999) Herding and Feedback Trading by Institu- tional and Individual Investors, Journal of Finance 54, 2263-2295
  • Sias, R.W. and L.T. Starks (1997) Return autocorrelation and institutional in- vestors, Journal of Financial Economics 46, 103-131
  • Wermers, R. (1999) Mutual Fund Herding and the Impact on Stock Prices, Jo- urnal of Finance 54, 581-601
  • Ülkü, N. (2001) Behavioral Finance Theories and the Price Behavior of ISE aro- und the Start of the Disinflation Programme, ISE Review 5 (17), 93-124
There are 6 citations in total.

Details

Primary Language Turkish
Journal Section Research Article
Authors

Numan Ülkü This is me

Publication Date June 1, 2008
Published in Issue Year 2008 Volume: 2 Issue: 1

Cite

APA Ülkü, N. (2008). Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market. BDDK Bankacılık Ve Finansal Piyasalar Dergisi, 2(1), 85-108.