M Hakan Berument

Summary

Affiliation: Bilkent University
Country: Turkey

Publications

  1. ncbi request reprint Effects of Daylight Saving Time changes on stock market volatility: a reply
    Hakan Berument
    Department of Economics, Bilkent University, 06800 Ankara, Turkey
    Psychol Rep 109:863-78. 2011
  2. ncbi request reprint Effects of daylight savings time changes on stock market volatility
    M Hakan Berument
    Department of Economics, Bilkent University, Ankara 06533, Turkey
    Psychol Rep 106:632-40. 2010

Collaborators

  • Hakan Berument
  • Nukhet Dogan

Detail Information

Publications2

  1. ncbi request reprint Effects of Daylight Saving Time changes on stock market volatility: a reply
    Hakan Berument
    Department of Economics, Bilkent University, 06800 Ankara, Turkey
    Psychol Rep 109:863-78. 2011
    ..Empirical evidence suggests that the positive relationship between return and volatility becomes negative on the Mondays following DST changes...
  2. ncbi request reprint Effects of daylight savings time changes on stock market volatility
    M Hakan Berument
    Department of Economics, Bilkent University, Ankara 06533, Turkey
    Psychol Rep 106:632-40. 2010
    ..Returns on the first business day following daylight savings time changes were not lower nor was the volatility higher, as would be expected if there were an effect...