Stability in the ISE Betas for Stocks and Portfolios

Date

2009-01-01

Author

Oran, Adil

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https://hdl.handle.net/11511/83711

Journal

ODTÜ Gelişme Dergisi

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Stability in the ISE: Betas for Stocks and Portfolios Oran, Adil; Soytaş, Uğur (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2009) In this paper we examine the characteristics and stability of individual stock and portfolio betas of stocks listed in the Istanbul Stock Exchange (ISE) using samples of 500 individual stocks and 500 portfolios of 10 stocks each. We begin with a methodology similar to the basic event study methodology and collect data for the samples around 500 randomly chosen “event dates”. Using these samples we first estimate betas and changes in betas using the Market Model and OLS on logreturns. Second, we aggrega...
Stability in the ISE: Betas for Stocks and Portfolios Oran, Adil; Soytaş, Uğur (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2009) In this paper we examine the characteristics and stability of individual stock and portfolio betas of stocks listed in the Istanbul Stock Exchange (ISE) using samples of 500 individual stocks and 500 portfolios of 10 stocks each. We begin with a methodology similar to the basic event study methodology and collect data for the samples around 500 randomly chosen “event dates”. Using these samples we first estimate betas and changes in betas using the Market Model and OLS on logreturns. Second, we aggregate ou...
Stability in cellular neural networks with a piecewise constant argument Akhmet, Marat; Yılmaz, Elanur (2010-03-01) In this paper, by using the concept of differential equations with piecewise constant arguments of generalized type [1-4], a model of cellular neural networks (CNNs) [5,6] is developed. The Lyapunov-Razumikhin technique is applied to find sufficient conditions for the uniform asymptotic stability of equilibria. Global exponential stability is investigated by means of Lyapunov functions. An example with numerical simulations is worked out to illustrate the results.
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Citation Formats

A. Oran, “Stability in the ISE Betas for Stocks and Portfolios,” ODTÜ Gelişme Dergisi, pp. 223–243, 2009, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/83711.