Browsing by Author "Tinic, Murat"
Now showing items 1-5 of 5
-
Adverse selection in cryptocurrency markets
Tinic, Murat; Sensoy, Ahmet; Akyildirim, Erdinc; Corbet, Shaen (Wiley, 2023)In this article we investigate the influence that information asymmetry may have on future volatility, liquidity, market toxicity, and returns within cryptocurrency markets. We use the adverse-selection component of the ... -
Financial technology in developing economies: A note on digital lending in Turkey
Karaman, Hakki Deniz; Savaser, Tanseli; Tinic, Murat; Tumer-Alkan, Gunseli (Elsevier Science Sa, 2021)We examine the differences in the loan performance of fintech and bank borrowers in Turkey. Using data of 5.5 million consumer loans by the fifth-largest private commercial bank in Turkey and its fintech subsidiary, we ... -
GENDER GAP IN CONSUMER LOAN PERFORMANCE: EVIDENCE FROM FINTECH LENDING IN AN EMERGING ECONOMY
Savaser, Tanseli; Tinic, Murat; Tumer-Alkan, Gunseli; Karaman, Hakki Deniz (Emerald Group Publishing Ltd, 2023)This study examines whether fintech lending further enhances or mitigates the gender-based differences in consumer loan performance in an emerging market. Using a proprietary dataset of over 5.5 million consumer loans ... -
Information shocks and the cross section of expected returns
Savaser, Tanseli; Tinic, Murat (Elsevier, 2023)This paper examines the risk premium associated with information shocks in equity markets. For all stocks traded on Borsa Istanbul between March 2005 and December 2020, we calculate information shocks as unanticipated ... -
A note on stock market response to elections in the post-communist countries of the European Union
Tavsanli, Melike Betul; Tinic, Murat (Routledge Journals, Taylor & Francis Ltd, 2023)We examine the stock market response to parliamentary elections in post-communist countries of the European Union. We document that the long-term market response to an election is -200 basis points (bps). The response is ...