Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Hasan F. Baklaci"'
Publikováno v:
The Singapore Economic Review. 63:1345-1365
The gold futures in emerging markets have gained more importance in parallel to the increase in the size of gold trading in these markets. This research aims to detect the long-run price linkages and causality effects in these markets. China, Brazil,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f887ebe8e6f9743db1f16a792c276708
https://doi.org/10.1142/s021759081650020x
https://doi.org/10.1142/s021759081650020x
Publikováno v:
Finance Research Letters. 17:48-54
This study addresses the Granger causality between short selling activities and stock price volatility in the US stock market, utilizing daily data and advanced methodologies. The results denote a bilateral causality between the short selling trades
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d6cd8b77f8c7677d3073a9f281aec21
https://doi.org/10.1016/j.frl.2016.01.007
https://doi.org/10.1016/j.frl.2016.01.007
Publikováno v:
Research in International Business and Finance. 52:101182
This research aims to detect the volatility linkages among various currencies during operating and non-operating hours of three major stock markets (Tokyo, London and New York) by employing bivariate VAR-BEKK-GARCH model in selected currency pairs. I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::413309817cd078c32c0d7c6cabaecfba
https://doi.org/10.1016/j.ribaf.2020.101182
https://doi.org/10.1016/j.ribaf.2020.101182
Publikováno v:
Ege Akademik Bakis (Ege Academic Review). 17
Bu calismanin amaci, para tutumunun, kariyer hedefleri uzerindeki etkisini incelemektir. Universitelerin lisans duzeyinde okuyan ogrencileri uzerinde gerceklestirilen arastirmada, ortalama farklari ve coklu lineer regresyon modeli kullanilmistir. Ana
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c8022bb093912f92f5f6e8e8ecad6661
https://doi.org/10.21121/eab.2017431301
https://doi.org/10.21121/eab.2017431301
Publikováno v:
EuroMed Journal of Business. 9:114-128
Purpose– The purpose of this paper is to attempt to compare the performance of Islamic banks against conventional banks in Turkey. This comparison is much more distinctive and significant in Turkey when compared to other countries, as Turkey stands
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3ff211d826f7fbe5afdaeaf7282811c
https://doi.org/10.1108/emjb-05-2013-0024
https://doi.org/10.1108/emjb-05-2013-0024
Publikováno v:
Emerging Markets Finance and Trade. 47:99-119
This study attempts to discover the intraday firm-specific news announcements and return volatility relation in the Turkish stock market. The GARCH framework is utilized to investigate the impact of firm-specific public news announcements on volatili
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e498e30e4bf0488701e991d62c0eb48c
https://doi.org/10.2753/ree1540-496x470606
https://doi.org/10.2753/ree1540-496x470606
Publikováno v:
Applied Economics Letters. 18:1035-1041
In microstructure literature, the ambiguity regarding the distinctive features of noise traders suggests that a further exploration of their behaviour is needed. In this study, we attempt to illuminate the intraday behavioural aspects of noise trader
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b47bb85900601db9d29bb6b627d5eaf4
https://doi.org/10.1080/13504851.2010.522513
https://doi.org/10.1080/13504851.2010.522513
Autor:
Hasan F. Baklaci
Publikováno v:
Istanbul Stock Exchange Review. 11(42):35-58
This study attempts to determine the bilateral interaction between foreign investors’ trading activity and returns in Turkish stock market. The results imply a strong bilateral interaction between foreign investors’ trading and stock returns. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a4ca025cfb2ef285f045cb9d26ca94e2
http://www.borsaistanbul.com/datum/imkbdergi/EN/ISE_Review_42.pdf
http://www.borsaistanbul.com/datum/imkbdergi/EN/ISE_Review_42.pdf
Publikováno v:
Applied Financial Economics. 18:1303-1317
We examine the relative effects of rational and irrational investor sentiments on Dow Jones Industrial Average and S&P500 returns. The impact of rational sentiments on stock market returns is found to be greater than that of irrational sentiments. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c813177e38fcec7a2e5bc22285a8346f
https://doi.org/10.1080/09603100701704272
https://doi.org/10.1080/09603100701704272
We aim to detect the cross-border volatility linkages among gold futures in emerging markets, which still remain an untapped area. China, India, Japan, Taiwan, Turkey, and U.S. futures markets are included in the sample. The volatility linkage analys
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b3b29853f7687abbb1c56b8182ea1064
https://avesis.gsu.edu.tr/publication/details/860725a0-bbec-41b9-a436-b0fb5d255c7e/oai
https://avesis.gsu.edu.tr/publication/details/860725a0-bbec-41b9-a436-b0fb5d255c7e/oai
