Browsing WoS İndeksli Yayınlar Koleksiyonu by Department "Fakülteler, İşletme Fakültesi, Uluslararası Ticaret ve Finans Bölümü"
Now showing items 1-20 of 34
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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 behavioral analysis of investor diversification
(Routledge Journals Taylor & Francis Ltd, 2014)This paper studies the link between individual investors' portfolio diversification levels and various personal traits that proxy informational advantages and overconfidence. The analysis is based on objective data from ... -
Behavioral Biases Of Finance Professionals: Turkish Evidence
(Elsevier Science Bv, 2016)This study extends the existing literature on the determinants of behavioral biases of Turkish finance sector professionals. It examines the impact of various personal and objective attributes of finance sector professionals ... -
Bivariate Pseudo-Gompertz distribution and concomitants of its order statistics
(Elsevier Science Bv, 2013)This paper presents a new bivariate Pseudo-Gompertz distribution that sprouts from the classical Gompertz distribution and possesses the features of pseudo-distribution functions. In addition to some standard properties ... -
Competition in Turkish Banking: Impacts of Restructuring and the Global Financial Crisis
(Wiley, 2014)This paper investigates the evolution of competition in the Turkish banking industry by taking into account the transformation in the sector in the aftermath of the country's financial crisis of 2000 to 2001 and the global ... -
Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
(Elsevier Science, 2017)In this paper we study a discrete time risk model based on exchangeable dependent claim occurrences. In particular we obtain expressions for the finite time non-ruin probability and the joint distribution of the time to ... -
Determinants of Saving-Borrowing Decisions and Financial Inclusion in a High Middle Income Country: The Turkish Case
(Routledge Journals Taylor & Francis Ltd, 2016)We use a representative survey of the Turkish household sector and investigate factors impinging on saving-borrowing behavior. We run four probit regressions to elucidate (i) the saving decision (ii) asset choice or portfolio ... -
Does mood affect institutional herding?
(Elsevier, 2020)Drawing on a unique data set of daily portfolio holdings for Turkish mutual funds we investigate the relationship between mood and institutional herding on the premises of various established mood proxies (weekend effect; ... -
Economic Policy Uncertainty And Bank Credit Growth: Evidence From European Banks
(Elsevier B.V., 2020)Using a sample of 2977 private and listed banks in the EU-5 countries (the United Kingdom, Germany, Spain, Italy, France) for the years 2009–2018, this paper explores the impact of Economic Policy Uncertainty (EPU) on ... -
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 ... -
Efficiency analysis of Black sea container seaports: application of an integrated MCDM approach
(Routledge, 2020)The current paper carries out an examination about the selection of the proper container seaport, which in the Black sea region. This paper focuses on a research question. Is it possible to apply multi-criteria decision-making ... -
Efficiency in Turkish banking: post-restructuring evidence
(Routledge Journals Taylor & Francis Ltd, 2017)Turkish banking sector went through a significant restructuring process in the aftermath of the country's financial crisis of 2000-2001. In this paper we analyze the evolution of banking performance using a novel approach ... -
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, ... -
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 ... -
Liberalization Post-Crisis Restructuring and Internationalization in Turkish Banking
(Routledge Journals Taylor & Francis Ltd, 2015)This study provides a historical review of the transformation of the Turkish banking sector since the initiation of the financial liberalization program in 1980. It demonstrates the roles of macroeconomic institutional and ... -
The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable dependent claim occurrences
(John Wiley and Sons Ltd, 2019)This paper investigates a discrete-time risk model that involves exchangeable dependent loss generating claim occurrences and compound binomially distributed aggregate loss amounts. First a general framework is presented ... -
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 ... -
Measurement of bivariate risks by the north-south quantile points approach
(Elsevier Science, 2014)This paper attempts to determine the Value at Risk (VaR) and Conditional Value at Risk (CVaR) measures for the sum of bivariate risks under dependence. The computation of these risk measures is performed by the north-south ...