Information Signals, Foreign Investment And Investor Confidence. An Evidence from Istanbul Stock Exchange Market

      Аннотация: Stock return predictability has always been a hot topic for many academicians, managers and investors and will continue to be at the focus in the future. The return dynamics of stock markets have been investigated thoroughly to improve the return generation and efficient risk management in both the developed and the emerging markets. This study is an analysis of Turkish stock exchange as an emerging market.

Ключевые слова: behavioral finance, Multidimensional Analysis, Foreign Investment, information leakage, Price Shocks, Short-Term Underreaction, Short-Term Overreaction, Investor Confidence at Company Level, Pre-event Price Characteristics, Investor Memory