Erişim şekli için "info:eu-repo/semantics/openAccess" Uluslararası Ticaret ve Finans Bölümü Koleksiyonu listeleme
Toplam kayıt 24, listelenen: 1-20
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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 ... -
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 ... -
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 ... -
Does financial flexibility enhance firm value? A comparative study between developed and emerging countries
(VGTU, 2020)This paper investigates the effect of financial flexibility on firm value, on a comparative basis between developed and emerging countries in Europe. Our dataset covers 4,334 companies from 15 developed and 1,436 companies ... -
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, 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 ... -
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 ... -
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 ... -
Measuring bank branch performance using Data Envelopment Analysis (DEA): The case of Turkish bank branches
(Academic Journals, 2011)The aim of this study is to develop a performance model for measuring the relative efficiency and potential improvement capabilities of bank branches by identifying their strengths and weaknesses. Another purpose is to ... -
Modeling of claim exceedances over random thresholds for related insurance portfolios
(Elsevier Science Bv, 2011)Large claims in an actuarial risk process are of special importance for the actuarial decision making about several issues like pricing of risks determination of retention treaties and capital requirements for solvency. ... -
On concomitants of upper record statistics and survival analysis for a pseudo-Gompertz distribution
(Elsevier Science, 2014)This paper presents upper record statistics and their concomitants for a bivariate pseudo-Gompertz distribution about paired lifetime variables. Survival and hazard functions are derived for the distribution. The survival ... -
Productivity Analysis of Black Sea Container Ports by Using Integrated Entropy and EATWOS Methods
(Eskısehır Osmangazı Univ, 2019)The Black Sea region is an extremely important region for global trade. Approaches such as short sea shipping and marine highways, which are on the agenda of European Union lead to increase the importance of Black Sea ... -
Profit sharing between managers and investors: An experimental investigation
(Elsevier Science Bv, 2015)This study analyzes the effect of interest and power structures and conflict of interest among managers and investors and tests the effect of different payout mechanisms on willingness to pay. In this study 74 student ... -
Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU
(Elsevier, 2014)[Abstract Not Available] -
A survey analysis on the investment attitudes of individual investors
(Bilgesel Yayincilik San & Tic Ltd, 2013)This study aims to analyze determinants of trading behavior of individual investors where a survey of 55 questions on 85 people is used. The survey is composed of four parts: demographic properties perceived emotions ...