Results 31 to 40 of about 4,581 (220)
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
doaj +1 more source
Information Cascades, Short-Selling Constraints, and Herding in Equity Markets
, 2020 This paper examines the relationship between informed trading and herding in Borsa İstanbul. Our firm-level cross-sectional analysis asserts that informed trading can significantly increase future herding levels.
Mahmud, Syed F. +2 more
core +1 more source
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
doaj +1 more source
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
openaire +6 more sources
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
doaj +1 more source
Predicting IPO initial returns using random forest [PDF]
, 2019 Empirical analyses of IPO initial returns are heavily dependent on linear regression models. However, these models can be inefficient due to its sensitivity to outliers which are common in IPO data.
Sevil, G., Baba, B.
core +1 more source
Unlocking Profitability in Borsa Istanbul: The Impact of Noncash Credit and Maturity Breakdown of Cash Credit on Corporate Performance [PDF]
Companies use either internal or external sources of financing to fund their operating or capital expenditure. When internal resources prove inadequate, businesses may turn to external financing options, such as issuing debt or equity in the capital ...
Dinç, Yusuf +3 more
core +1 more source
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
openaire +2 more sources
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
openaire +4 more sources
, 2019 This paper investigates the effect of liquidity risk on asset returns in an emerging market, Borsa Istanbul, under the LCAPM framework. The results suggest that including illiquidity betas to the CAPM model contribute the explanation power of systematic ...
Altay, ERDİNÇ, Calgici, Seda
core +1 more source