Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Gökçe Soydemir"'
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 6, Iss 1, Pp 1850003-1-1850003-43 (2018)
This paper models hedge fund exposure to risk factors and examines time-varying performance of hedge funds. From existing models such as asset-based style (ABS)-factor model, standard asset class (SAC)-factor model, and four-factor model, we extract
Externí odkaz:
https://doaj.org/article/305393e448d14b5aaa98a298cd8aeb71
Publikováno v:
Central European Business Review. 8:1-14
There is very little research in the extant literature on the asymmetry that may exist in consumers reactions to changes in the aggregate level of advertising in the marketplace. Aggregate levels of advertising act as a signal to consumers regarding
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b3683f70cf5e0d5c2bf6f54c4d835dc9
https://doi.org/10.18267/j.cebr.212
https://doi.org/10.18267/j.cebr.212
The Altamont Pass commuter survey study examines commuters’ perceptions and behaviors towards public transportation during 2019-2020. Results are compared with surveys conducted in 2000 and 2006 to investigate whether there have been any longitudin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c3151a5c3c97891bf3da43c9b629792
https://doi.org/10.31979/mti.2020.1917
https://doi.org/10.31979/mti.2020.1917
Publikováno v:
Review of Behavioral Finance. 9:278-291
Purpose Investors’ fear can be rational, emanating from the natural dynamics of economic fundamentals, or it can be quasi rational and not attributable to any known risk factors. Using VIX from Chicago Board Options Exchange as a proxy for investor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::199c9586ed4be206eb0017295f69e6f5
https://doi.org/10.1108/rbf-05-2016-0025
https://doi.org/10.1108/rbf-05-2016-0025
Publikováno v:
Review of Behavioral Finance. 9:14-42
Purpose The purpose of this paper is to investigate to what extent hedge funds are subject to irrationality in their investment decisions. The authors advance the hypothesis that irrational behavior affects hedge fund returns despite their sophistica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f56eb6cb452de6256c5077cec5505f5c
https://doi.org/10.1108/rbf-09-2015-0036
https://doi.org/10.1108/rbf-09-2015-0036
Publikováno v:
Journal of Applied Business and Economics. 20
This study examines the relationship between Federal Reserve interest rate actions and the employment growth rate in one county within California’s San Joaquin Valley, an economically distressed rural area. Since 2016, the Federal Reserve implement
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3bf965aa919c458df09dbb76ad89cba4
https://doi.org/10.33423/jabe.v20i9.219
https://doi.org/10.33423/jabe.v20i9.219
Autor:
Gökçe Soydemir, David W. Johnk
Publikováno v:
Journal of Behavioral Finance. 16:105-119
We test a conditional version of the CAPM in the U.S. equity market using a parsimonious generalized autoregressive conditional heteroskedasticity (GARCH) model in which the risk premia, betas, and correlations vary through time. We introduce U.S. in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e9097636330a492e9925d8fe33f572f
https://doi.org/10.1080/15427560.2015.1034856
https://doi.org/10.1080/15427560.2015.1034856
Publikováno v:
journal of Real Estate Research. 36(2):187-220
In this study, we explore the pricing patterns of the U.S. residential real estate market in the context of the recent housing bubble and subsequent deflation. We examine 10 consolidated metropolitan statistical areas and construct excess residential
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b4c77ce1f2fac44f9552dd8919aa0b94
http://pages.jh.edu/jrer/papers/pdf/past/vol36n02/9826-03.187_220.pdf
http://pages.jh.edu/jrer/papers/pdf/past/vol36n02/9826-03.187_220.pdf
Autor:
Violeta Díaz, Gökçe Soydemir
Publikováno v:
The North American Journal of Economics and Finance. 24:74-86
This study investigates the extent to which Mexican workers’ remittances are affected from the recent housing market decline in the United States. Results from a multivariate model reveal that an increase in the national U.S. foreclosure rate has a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b85899c9d3d068e7b7866c0197e2a6ad
https://doi.org/10.1016/j.najef.2012.06.018
https://doi.org/10.1016/j.najef.2012.06.018
Autor:
Sangheon Shin, Gökçe Soydemir
Publikováno v:
Journal of Multinational Financial Management. 20:214-234
We estimate tracking errors from 26 exchange-traded funds (ETFs) utilizing three different methods and test their relative performance using Jensen's model. We find that tracking errors are significantly different from zero and display persistence. B
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::955e0b1e4ed174d82a119c8571925f52
https://doi.org/10.1016/j.mulfin.2010.07.005
https://doi.org/10.1016/j.mulfin.2010.07.005