Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Guzhan Gulay"'
Autor:
Güzhan Gülay, Yaşar Ersan
Publikováno v:
Borsa Istanbul Review, Vol 23, Iss 5, Pp 1037-1057 (2023)
We study the causal impacts of a tick size reduction policy in highly liquid stocks, exploiting a unique experiment in Borsa Istanbul leading to substantial exogenous variation in the tick size. Adapting a differences-in-differences strategy with a n
Externí odkaz:
https://doaj.org/article/7c8e3fc637bb4a36bc973d4481784f53
Publikováno v:
Borsa Istanbul Review, Vol 23, Iss , Pp S29-S37 (2023)
This study investigates the causal effects of Syrian migrants on the financial behavior of natives in Türkiye. Utilizing a comprehensive administrative data set, we employ a two-stage least square (2SLS) estimation technique that isolates causal eff
Externí odkaz:
https://doaj.org/article/f6215d20d5804dbcbb7b28d4c1778255
Autor:
Güzhan Gülay, Mahmut Aydoğmuş
Publikováno v:
Borsa Istanbul Review, Vol 23, Iss , Pp S1-S5 (2023)
Externí odkaz:
https://doaj.org/article/29028b41634e4d64ab41a7a23c1c649b
Publikováno v:
Borsa Istanbul Review, Vol 22, Iss , Pp S119-S127 (2022)
In this study, we examine impact of Environment, Social, Governance (ESG) performance on firm value and profitability. Our large dataset gives us the chance to better conceptualize this impact. Our findings suggest that overall ESG combined score is
Externí odkaz:
https://doaj.org/article/c63e0d5c243248dbbf8ce7d67a2db659
Publikováno v:
Borsa Istanbul Review, Vol 22, Iss 1, Pp 1-11 (2022)
Using a market model and principal component analysis, we investigate the existence of common effects in order imbalance in the Borsa Istanbul's option market. Accordingly, we find the presence of commonality in order imbalance for call options and a
Externí odkaz:
https://doaj.org/article/95f90ea61b6e414e932c8f7f42dfa1f9
Publikováno v:
Borsa Istanbul Review
Borsa Istanbul Review, Vol 22, Iss 1, Pp 1-11 (2022)
Borsa Istanbul Review, Vol 22, Iss 1, Pp 1-11 (2022)
Using a market model and principal component analysis, we investigate the existence of common effects in order imbalance in the Borsa Istanbul's option market. Accordingly, we find the presence of commonality in order imbalance for call options and a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::72306ea67e6695182c17f608e7966485
https://doi.org/10.1016/j.bir.2021.09.005
https://doi.org/10.1016/j.bir.2021.09.005
Autor:
Recep Bildik, Guzhan Gulay
Publikováno v:
International Review of Finance. 7:61-87
This study examines the momentum and contrarian effects on stock returns in one of the leading emerging markets, which has a unique market structure, with record-high inflation, high volatility, high turnover, low correlation of returns with other ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::32c8bea33582666d0caf0493777735f8
https://doi.org/10.1111/j.1468-2443.2007.00068.x
https://doi.org/10.1111/j.1468-2443.2007.00068.x
Autor:
Recep Bildik, Guzhan Gulay
Publikováno v:
International Review of Financial Analysis. 17:178-197
Previous evidence has shown that stocks included in (excluded from) an index exhibit significant positive (negative) abnormal returns on the announcement day, and that trading volume is affected by the event. This study examines the price and volume
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1126143be6ab184482789acc5e6eaa61
https://doi.org/10.1016/j.irfa.2006.10.002
https://doi.org/10.1016/j.irfa.2006.10.002
Autor:
Guzhan Gulay, Recep Bildik
Publikováno v:
Journal of Financial Research. 29:383-403
There is considerable discussion about controlling volatility by imposing price limits on asset prices. We examine the effects of price limits on a stock market by testing the volatility spillover, delayed price discovery, and trading interference hy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e14530cd290d32a680707519f1034095
https://doi.org/10.1111/j.1475-6803.2006.00185.x
https://doi.org/10.1111/j.1475-6803.2006.00185.x
Autor:
Guzhan Gulay, Amustafa Kemal Yilmaz
Publikováno v:
Emerging Markets Finance and Trade. 42:19-49
This study examines the effects of cash dividend payments on stock returns and trading volumes in the stock market. It also investigates whether there is any difference in the investment behavior of investors with respect to the dividend pay out rati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::daccdff0d474e12a57a5928e1a93e11b
https://doi.org/10.2753/ree1540-496x420402
https://doi.org/10.2753/ree1540-496x420402