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Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
(Routledge Journals, 2020)
This paper examines the relationship between information asymmetry and stock returns in Borsa Istanbul. For all stocks that are traded in Borsa Istanbul between March 2005 and April 2017, we estimate the probability of ...
Information cascades, short-selling constraints, and herding in equity markets
(Borsa İstanbul Anonim Şirketi, 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. Furthermore, ...
Economic policy uncertainty, stakeholder engagement, and environmental, social, and governance practices: The moderating effect of competition
(Wiley, 2020)
his paper investigates the effect of the economic policy uncertainty (EPU) on corporate environmental, social, and governance practices (ESG), using 6,562 firm-year observations from 15 developed European countries covering ...
Art investment: hedging or safe haven through financial crises
(Springer, 2020)
We analyze long-term art auction sales data focusing on and around financial crisis periods with other investment returns to understand whether art can be considered a safe haven during volatile times or a hedging option ...
Bank credit in uncertain times: Islamic vs. conventional banks
(Elsevier Ltd, 2020)
This paper explores whether the impact of economic uncertainty on credit growth differs for Islamic vs. conventional banks. Using a sample of 416 banks (58 Islamic and 358 conventional) in 12 countries, the findings indicate ...
A max–min model of random variables in bivariate random sequences
(Elsevier, 2021)
We introduce a max–min model to bivariate random sequences and applying bivariate binomial distribution in fourfold scheme derive the distributions of associated order statistics in a new model. Some examples for special ...