Browsing by Author "Ulusoy, Veysel"
Now showing items 1-5 of 5
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The behaviour of the Istanbul Stock Exchange Market: An intraday volatility/return analysis approach
Ulusoy, Veysel; Eken, Mehmet Hasan; Çankaya, Serkan (Academic Journals, 2011)This study investigates intraday effects in the Istanbul Stock Exchange (ISE) during the latest period of financial turmoil which began in August 2007 and extended to February 2010. We tested for the possible existence of ... -
The effects of global financial crisis on the behaviour of European banks: A risk and profitability analysis approach
Eken, Mehmet Hasan; Selimler, Hüseyin; Kale, Süleyman; Ulusoy, Veysel (ACRN Oxford Ltd., 2018)The effects of global financial crisis have been severe on banks. Many banks went bankrupt and many are in distress due to their sensitivities, stored in their balance sheets, to financial risks enlarged by the crisis. ... -
Estimating bankruptcy probability using fuzzy logic: an application to a panel of us and Turkish industries
Özarı, Çiğdem (Kadir Has Üniversitesi, 2011)The main purpose of this study is to show how a Merton Model approach can be used to develop a new measure of company failures. probability independent from their sectors.in this study a new index Fuzzy-bankruptcy index ... -
The impact of short selling on intraday volatility: evidence from the Istanbul stock exchange
Çankaya, Serkan; Eken, Mehmet Hasan; Ulusoy, Veysel (IEEE, 2012)This paper examines the interrelation between short selling and volatility as differing from previous research in that it focuses on intraday activities rather than the daily price movements. We demonstrate that the effects ... -
Türkiye'de hisse senedi piyasasında getirilerin ölçeği; Panel ekonometrisi yaklaşımı
Altazli, Ahmet Mert (Kadir Has Üniversitesi, 2014)Bu araştırmanın amacı hisse senedi fiyatlaması için makroekonomik bir model kurup bu modelin temel bileşeni olarak burada ortaya konan istisnai gün etkisi üzerinden hisse senedi getirisini açıklamaktır. İstisnai gün kavramı ...