Browsing İİBF - Makale Koleksiyonu | İşletme Bölümü / Department of Management by Citation "Demirer, R., Yüksel, A. & Yüksel, S. A. (2017). Flight to quality and the predictability of reversals: The role of market states and global factors. Research in International Business and Finance, 42, 1445-1454. doi:10.1016/j.ribaf.2017.07.082"
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Flight to quality and the predictability of reversals: The role of market states and global factors (Elsevier Science BV, 2017-12)This paper examines the time-series predictability of reversals in an emerging stock market, Borsa Istanbul. We show that short-term reversals, thus the payoffs to the contrarian strategy, are predictable with the market ...