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首页> 外文期刊>Journal of Global Entrepreneurship Research >Stock market anomalies: the day of the week effects, evidence from Borsa Istanbul
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Stock market anomalies: the day of the week effects, evidence from Borsa Istanbul

机译：股票市场异常：一周中的一天影响，伊斯坦布尔证券交易所的证据

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摘要

This study was conducted to investigate the market anomalies in the Borsa Istanbul Index (BIST). The scope of this study is to examine the Monday effects in BIST that are stock index of Turkey with an data set that contains daily stock prices between 02.01.2010 and 22.10.2014. The stock returns of the 289 companies were calculated according to the daily historical stock prices of companies. These returns were classified based on the sectors, and statistically analysed if the days of the week had any effects on Monday when the daily stock returns of Monday were fixed constant. The findings showed that the stock returns on Monday were affected by the other days. These effects were mostly negative, and varied according to the stocks and sectors. Thursday and Friday had the highest effect, whereas Tuesday had the least effect on the stocks. The results show that the stock market in Turkey has market anomaly, and BIST is not an efficient market.
机译：进行这项研究是为了调查伊斯坦布尔证券交易所指数（BIST）中的市场异常情况。本研究的范围是使用包含每日股票价格在2010年1月2日至2014年10月22日之间的数据集，检查土耳其股票指数BIST对星期一的影响。 289家公司的股票收益是根据公司的每日历史股价计算的。这些收益基于行业进行分类，并在星期一的每日股票收益固定不变的情况下，对一周中的每一天是否对星期一产生任何影响进行统计分析。调查结果表明，周一的股票收益率受到其他日期的影响。这些影响大多是负面的，并且因存量和行业而异。周四和周五的影响最大，而周二对股票的影响最小。结果表明，土耳其股票市场存在市场异常，而BIST并非有效市场。

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