Results 21 to 30 of about 1,304 (178)
An Analysis of the Stock Market Volatility Spread in Emerging Countries
Istanbul Business Research, 2021 This article provides results on the volatility spread for stock markets in emerging economies. Empirical studies on determining or predicting volatility in national and international financial markets provide information for investors.
Murat Akkaya
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Bankacılıkta Kapasite Planlama: Şube Operasyon Faaliyetleri Üzerine Kavramsal Bir İnceleme
İstanbul Gelişim Üniversitesi Sosyal Bilimler Dergisi, 2019 Türk Bankacılık Sektörü finansal göstergeler açısından büyümesini sürdürmektedir. Buna karşın son zamanlarda sektördeki personel sayısının azaldığı görülmektedir.
Mustafa Tevfik Kartal
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Sentiment and Beta Herding in the Borsa Istanbul (BIST) [PDF]
, 2014 Abstract This study searches for sentimental herding in Borsa Istanbul (BIST) during the last decade using a state-space model employing cross-section standard deviations of systematic risk (Beta). It has been found that herding toward the market in the BIST-100 is both statistically significant and persistent independently from ...
Demir, Nazmi +2 more
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An analysis of the relation between return and beta for portfolios of Turkish equities
Cogent Economics & Finance, 2016 The present study investigates the possible existence of a systematic relation between beta and excess-return for portfolios of Turkish equities. In the process, no systematic relation is found between beta and realized portfolio excess-return, in an ...
Salvatore J. Terregrossa, Veysel Eraslan
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Testing Market Efficiency with Nonlinear Methods: Evidence from Borsa Istanbul
International Journal of Financial Studies, 2019 Market efficiency has been analyzed through many studies using different linear methods. However, studies on financial econometrics reveal that financial time series exhibit nonlinear patterns because of various reasons.
Fuzuli Aliyev
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BORSA İSTANBUL ENDEKSLERİNİN BİRBİRİYLE BAĞININ KEŞFİ
JOURNAL OF LIFE ECONOMICS, 2018 Finans ve iktisadi alanlarda nedensellik analizleri değişkenler arasında uzun dönem ilişkiyi ölçmek üzere sıkça kullanılan yöntemlerdir. Borsaların birbirini etkileme gücü ile ilgili hem Dünya’da hem de Türkiye’de çokça çalışma yapılmıştır. Bu çalışmalarda farklı ülke borsalarının önemli endeksleri arasındaki ilişki ölçülmeye çalışılmıştır.
TEKER, TÜRKER, KOCABIYIK, TURAN
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Kağıt ve Kağıt Ürünleri Sanayinde Tobin Q Oranı İle Performans Ölçümü
Düzce Üniversitesi Bilim ve Teknoloji Dergisi, 2021 Yatırımcıların, yatırım tercihleri arasında doğru kararlar verebilmesi ve beklenilen finansal başarı düzeyine ulaşabilmeleri firmaların finansal performanslarının ölçümü ile yakından ilişkilidir.
İbrahim Yıldırım, Kadri Cemil Akyüz
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Pricing of Covered Warrants: An Analysis on Borsa İstanbul
Sosyoekonomi, 2018 This paper examines the pricing of 23 call and 23 put covered warrants based on Eregli Demir Celik Fabrikaları T.A.S. stocks, issued and expired in 2015. Black-Scholes, and Gram-Charlier pricing models are used to price covered warrants. Empirical results show that pricing performance of BlackScholes model is better for call warrants while pricing ...
Melek Aksu, Şakir Sakarya
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Impact of democratic electoral process on Borsa Istanbul
Pressacademia, 2016 According to the Efficient Market Hypothesis, there is no possibility to predict price movements in the markets which does not allow investors to obtain return above average (abnormal return). However, deviation from the mean of stock returns is observed and patterns appeared during certain periods, so-called anomalies. In this context, the initial aim
Konak, Fatih, Guner, E. Nur
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Selçuk Üniversitesi Sosyal Bilimler Meslek Yüksekokulu Dergisi, 2022 This study analyzes the effects of the macroeconomic indicators on the lending interest rates in the leading emerging countries by considering the significance of the interest rates for economic growth since high-level interest rates decrease economic ...
Mustafa Tevfik Kartal +2 more
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