Browsing FEN BİLİMLERİ ENSTİTÜSÜ by Subject "Auctions"
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Does the auction cycle have an effect on the momentum strategies in Turkish bond market?
(ÖZYEĞİN ÜNİVERSİTESİ/Fen Bilimleri Enstitüsü, 2018-11-20)A momentum strategy is applied on the 5-year and the 10-year maturity Turkish bonds between March 2010 and August 2017 with various look-back periods. The U.S. 10-year maturity bond yield and the Istanbul Stock Exchange ...