Empirical Testing for Weak Form Hypothesis of Emerging Capital Markets: A Comparative study of Jordan’s ASE and Turkey’s BORSA IST

The purpose of the study is to empirically test the Weak Efficient Form Hypothesis for two emerging stock markets, which are: Amman Stock Exchange, (ASE) and Turkish Stock Exchange (BORSA Istanbul) through . . .

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Abdul Aziz Farid Saymeh
Pages : 20-26
Volume 1 , Issue 2
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Stock Exchange Volatility Transmissions between Turkey and the Major Financial Centers

In the last thirty years, volatility modeling in financial time series has drawn considerable attention in the literature of financial econometrics. The workhorse model of volatility has been the ARCH . . .

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Arif Orçun Söylemez
Pages : 27-32
Volume 1 , Issue 2
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Application of Modern Portfolio Theory In The Case Of Thai Equity Market

The emphasizing on the relevance among diverse assets and utilization of the diminishing risk-reducing power of incremental assets’ inclusion, demonstrate enormous efficiencies of diversifications for . . .

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Jun Jiang
Pages : 33-42
Volume 1 , Issue 2
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