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The effect of European and global uncertainty on stock returns of travel and leisure companies
(Sage Publications Ltd, 2019)
This article aims to evaluate the impact of economic policy uncertainty (EPU) on the STOXX Europe 600 Travel & Leisure Price Index by utilizing a monthly data set for 20 years through 1997-2016. It is found that both the ...
The impact of short selling on intraday volatility: evidence from the Istanbul stock exchange
(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 ...
Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul
(Routledge Journals, Taylor & Francis Ltd, 2019)
This paper aims to explore the daily and intraday herd behavior of various investor groups trading in an emerging equity market, Borsa Istanbul (BIST). We analyze a one-year tick-by-tick order and trade data of BIST 100 ...
Financial inclusion and bank stability: evidence from Europe
(Routledge Journals, 2020)
The Great Recession of 2007-2009 piqued the interest of policymakers worldwide, prompting various initiatives to stabilize the financial system and advance financial inclusion. However, few studies have considered their ...
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 ...
Loan loss provisioning of US banks: Economic policy uncertainty and discretionary behavior
(Elsevier Inc, 2021)
This paper examines the effect of economic policy uncertainty (EPU) on loan loss provisions (LLP). Using a sample of 6384 US banks and yearly data from 2009 to 2019 and addressing endogeneity (GMM and IV estimations), the ...