Do Big Investors’ Trades Have Predictive Power? A Note on Istanbul Stock Market
Yıl 2008,
Cilt: 2 Sayı: 1, 85 - 108, 01.06.2008
Numan Ülkü
Kaynakça
- 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
Yıl 2008,
Cilt: 2 Sayı: 1, 85 - 108, 01.06.2008
Numan Ülkü
Kaynakça
- 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
Toplam 6 adet kaynakça vardır.