Results 61 to 70 of about 4,055 (220)
Altın Volatilitesinin Doğrusal ve Doğrusal Olmayan Yöntemler ile Analizi
İzmir İktisat Dergisi, 2023 Bu araştırma gram altın TL fiyatının volatilitesini 2005 ile 2020 arasındaki günlük veri ile modellemeyi hedeflemektedir. Bu bağlamda makalede ARCH, GARCH ve TGARCH gibi standart volatilite modellerine ilave olarak doğrusal olmayan MSGARCH modeli ...
M. E. Soykan
doaj +1 more source
Diversité des conseils d’administration et volatilité boursière des firmes en France
Management International, 2022 This study analyzes the impact of director heterogeneity on stock return volatility of public companies in France. Empirically, diversity and each of its components, except age, reduce this volatility.
J. Maati, Christine Maati-Sauvez
semanticscholar +1 more source
Can investors learn from patent documents? Evidence from textual analysis
Contemporary Accounting Research, Volume 42, Issue 2, Page 1331-1358, Summer 2025.Abstract This paper examines the role of patent texts in the stock market valuation of patents. Utilizing the large language model BERT (Bidirectional Encoder Representations from Transformers) to summarize contextual information within patent texts, I find that patent texts explain 31.5% of the variation in the stock market valuation of patents and ...
Yuxiang Zheng
wiley +1 more source
Hierarchical Models and Tuning of Random Walk Metropolis Algorithms
Journal of Probability and Statistics, Volume 2019, Issue 1, 2019., 2019 We obtain weak convergence and optimal scaling results for the random walk Metropolis algorithm with a Gaussian proposal distribution. The sampler is applied to hierarchical target distributions, which form the building block of many Bayesian analyses.
Mylène Bédard, Hyungjun Cho
wiley +1 more source
Covid 19 Pandemisinin BIST Likit Endeksler Üzerindeki Volatilite Etkisi
Ekonomi ve Finansal Araştırmalar Dergisi, 2022 Bu çalışmanın konusunu, negatif şokların pay senedi endeksleri üzerindeki volatilite etkisinin analizi oluşturmaktadır. Bu çalışma hem COVID 19 pandemisinin hem de endeks vadeli işlemlerin, spot pay senedi endeksleri üzerindeki volatilite etkisini tespit
Mehmet Eraslan, Selahattin Koç
semanticscholar +1 more source
Investor overreactions to transnational peer firm earnings: The role of accounting standards
Contemporary Accounting Research, Volume 42, Issue 2, Page 1145-1175, Summer 2025.Abstract This study finds that accounting standards play an important role in cross‐border investor reactions to peer firm earnings. Specifically, we document that when international peer firms report under the same accounting standards, investors overreact to peer firms' earnings announcements.
Manuel Herkenhoff, Martin Nienhaus
wiley +1 more source
Eurasian Econometrics Statistics & Emprical Economics Journal, 2022 Uluslararası borsaların birbirini etkileme gücünü tespit etmek amacıyla Türkiye Borsası ile gelişmiş ve gelişmekte olan ülkelerin borsaları arasındaki volatilite yayılımı 24.03.2015-21.04.2021 tarihlerine ait günlük veriler kullanılarak araştırılmıştır.
Süreyya İmre
semanticscholar +1 more source
Impact du développement de l'accès à l'eau souterraine sur la dynamique d'une filière irriguée Le cas de l'oignon d'été dans le Saïs au Maroc [PDF]
, 2015 À l'échelle mondiale, un tiers des superficies irriguées pour l'agriculture est basé sur l'exploitation des ressources souterraines, grâce au développement fulgurant des puits et des forages. En sécurisant l'irrigation, l'accès à l'eau souterraine permet
Courilleau, Solène, Lejars, Caroline
core +1 more source
Riding the populist wave: How does populism affect firm's innovation?
Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration, Volume 42, Issue 1, Page 5-24, March 2025.Abstract Uncertainty caused by environmental disruptions and unexpected institutional changes critically affect R&D and innovation systems. Motivated by the recent rise of populist political parties worldwide, this study investigates the influence of country‐level populism on firm‐level innovation.
Yu Man Xiong +3 more
wiley +1 more source
KRİPTO PARALARIN VOLATİLİTE MODELİNDE ABD BORSA ENDEKSLERİNİN YERİ: BİTCOİN ÜZERİNE BİR UYGULAMA
Finansal Araştırmalar ve Çalışmalar Dergisi, 2021 Blok zincir sisteminde islem goren en yeni inovatif finansal urunlerden biri olan kripto paralar, yatirimcilardan yuksek ilgi gormektedir. Kripto para piyasasinin en yuksek islem hacimli urunu Bitcoin (BTC), gosterdigi yuksek oynakliklar ve spekulatif ...
Ayben Koy, Mustafa Yaman, Sefa Mete
semanticscholar +1 more source