Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Cenk C. Karahan"'
Autor:
Işıl Candemir, Cenk C. Karahan
Publikováno v:
Borsa Istanbul Review, Vol 24, Iss 5, Pp 952-965 (2024)
This study empirically tests time-varying asset pricing models in an emerging market with individual stocks. We employ a recently proposed instrumental variables (IV) technique that uses individual stocks as test assets while consistently estimating
Externí odkaz:
https://doaj.org/article/7fba9433d733488486c7bd5118d0666f
Publikováno v:
International Review of Economics & Finance. 80:613-623
In a local projections framework, we study the impact of oil price shocks, based on a refined approach to disentangle oil price movements, on the dynamics of the entire yield curve in nineteen emerging economies with different positions on the oil ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d2c68ada14876a643687f11a305727c1
https://doi.org/10.1016/j.iref.2022.02.065
https://doi.org/10.1016/j.iref.2022.02.065
Publikováno v:
Review of Behavioral Finance.
PurposeThis study empirically documents the effect of ambiguity on stock returns in a major emerging market along with the ambiguity attitudes under various market conditions.Design/methodology/approachAmbiguity is measured as the volatility of retur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5311bdeec74d98f11e1dad87a82f0ce8
https://doi.org/10.1108/rbf-06-2022-0151
https://doi.org/10.1108/rbf-06-2022-0151
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5527f04b00aa5c949867587ce1273bfa
https://doi.org/10.2139/ssrn.4344432
https://doi.org/10.2139/ssrn.4344432
Autor:
Cenk C. Karahan, ISIL CANDEMIR
Publikováno v:
International Journal of Emerging Markets.
PurposeThis study aims to document the time varying risk premia for market, size, value and momentum factors for an emerging market using a sophisticated conditional asset pricing model. The focus of this study is Turkish stock market denominated in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8b90ab917c72cb33d598a241c76d479
https://doi.org/10.1108/ijoem-01-2022-0168
https://doi.org/10.1108/ijoem-01-2022-0168
Autor:
Cenk C. Karahan, Han N. Özsöylev
Publikováno v:
Managing Inflation and Supply Chain Disruptions in the Global Economy ISBN: 9781668458761
The stock market suffers from money illusion, discounting real cash flows at nominal discount rates. Subsequent research has also shown that the cross-section of stock returns is impacted differently by inflation. This cross-sectional variance across
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c022035337ddc5f993eb7e367f27adc0
https://doi.org/10.4018/978-1-6684-5876-1.ch003
https://doi.org/10.4018/978-1-6684-5876-1.ch003
Publikováno v:
Sosyoekonomi. 28:371-389
Finansal analistler, yazdıkları raporlarla pay piyasasında sağlıklı bilgi akışına katkıda bulundukları gibi, önerileriyle de büyük bir yatırım sektörünün portföy kararlarını etkileme gücüne sahipler. Bu çalışma, Borsa İsta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::881c1c0747869829ea153fc9658afa88
https://doi.org/10.17233/sosyoekonomi.2020.04.17
https://doi.org/10.17233/sosyoekonomi.2020.04.17