Impacts of credit rating changes on borsa Istanbul (BIST) equity market
dc.contributor.author | Pirgaip, Burak | |
dc.contributor.authorID | 252136 | tr_TR |
dc.date.accessioned | 2020-02-28T08:27:58Z | |
dc.date.available | 2020-02-28T08:27:58Z | |
dc.date.issued | 2017 | |
dc.department | Çankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü | en_US |
dc.description.abstract | This study aims at analyzing the impacts of Turkey's sovereign credit rating upgrades and downgrades made by Moody's Investors Service (Moody's), Standard and Poor's (S&P) and Fitch Ratings (Fitch) in 1993-2016 period on Borsa Istanbul (BIST) Equity Market. Event study analysis results show that abnormal returns concur with the relevant rating decision both before and at the event date. However, the effects are reversed afterwards. Moreover, it is apparent that negative sided rating changes have more significance over abnormal returns when compared with positive sided ones. | en_US |
dc.identifier.citation | Pirgaip, Burak, "Impacts of credit rating changes on borsa Istanbul (BIST) equity market", Ege Academic Review, Vol.17, No.3, pp.351-367, (2017). | en_US |
dc.identifier.doi | 10.21121/eab.2017328402 | |
dc.identifier.endpage | 367 | en_US |
dc.identifier.issn | 1303-099X | |
dc.identifier.issue | 3 | en_US |
dc.identifier.startpage | 351 | en_US |
dc.identifier.uri | http://hdl.handle.net/20.500.12416/2549 | |
dc.identifier.volume | 17 | en_US |
dc.language.iso | en | en_US |
dc.publisher | Ege Univ. | en_US |
dc.relation.ispartof | Ege Academic Review | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.subject | Credit Rating | en_US |
dc.subject | Sovereign Credit Ratings | en_US |
dc.title | Impacts of credit rating changes on borsa Istanbul (BIST) equity market | tr_TR |
dc.title | Impacts of Credit Rating Changes on Borsa Istanbul (Bist) Equity Market | en_US |
dc.type | Article | en_US |
dspace.entity.type | Publication |
Files
License bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- license.txt
- Size:
- 1.71 KB
- Format:
- Item-specific license agreed upon to submission
- Description: