Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Oktay Taş"'
Publikováno v:
Journal of Capital Markets Studies, Vol 4, Iss 2, Pp 167-191 (2020)
Purpose – The paper aims to identify the differences between developed and developing country firms with respect to firm-specific and country-level determinants of their capital structure. For this purpose, all constituent firms in one of the oldes
Externí odkaz:
https://doaj.org/article/1599cba9d4f74d6e81fee1b3bc9d2860
Autor:
Selin Düz Tan, Oktay Taş
Publikováno v:
Borsa Istanbul Review, Vol 19, Iss 2, Pp 106-116 (2019)
This paper constructs a novel measure of direct firm specific investor attention using abnormal Google search volume index (ASVI) towards stocks in Turkey. In sample of BIST all shares index stocks over the period April 2013 and September 2017, we fi
Externí odkaz:
https://doaj.org/article/82426bf0a24a4beea962c79ba40fcb31
Publikováno v:
Dokuz Eylül Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, Vol 18, Iss 1, Pp 11-30 (2016)
ÖZ: Bu çalışmada Borsa İstanbul’da pay senedi fiyatlarıyla işlem hacmi arasındaki ilişki 2000/01-2014/06 dönemi için incelenmiştir. Günlük işlem hacmi ile endeks verilerinin kullanıldığı araştırmada regresyon analizinin ve Gran
Externí odkaz:
https://doaj.org/article/ff71375614894e5287edfa46d4cf841c
Autor:
Utku Uygur, Oktay Taş
Publikováno v:
Borsa Istanbul Review, Vol 14, Iss 4, Pp 236-241 (2014)
The aim of this study is to construct a model for evaluating the effects of investor sentiment on the conditional volatility by measuring the effects of noise trader demand shocks on returns and volatility where EGARCH model is used to determine whet
Externí odkaz:
https://doaj.org/article/6bdfd286a82d43ec818e16d8c4b49226
Publikováno v:
Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi. 38:139-165
Bu çalışmada Türkiye’deki BİST-30 endeksinde yer alan hisselerin 01/07/2015 – 31/12/2015, 01/01/2015 – 31/12/2015, 01/01/2014 – 31/12/2015 ve 01/01/2013 – 31/12/2015 tarihleri arasındaki günlük getirilerine, Geleneksel Portföy Yön
Autor:
Oktay TAŞ, Özgüç AKDAĞ
Publikováno v:
Doğuş Üniversitesi Dergisi, Vol 13, Iss 2, Pp 290-300 (2012)
This study relates the changes of trading volume to investor sentiment, and investigates its ability in predicting stock returns. Investor sentiment is the enthusiasm of irrational investors on an asset, relative to that of rational investors. Having
Autor:
Oktay TAŞ, Kaya TOKMAKÇIOĞLU
Publikováno v:
Doğuş Üniversitesi Dergisi, Vol 11, Iss 2, Pp 286-301 (2010)
The main purpose of this study is to investigate stock market cointegration from the market efficiency perspective. Therefore, eleven emerging stock market indices are tested by using weekly data for the period of January 1998-December 2008 and for t
Autor:
Oktay Taş
Publikováno v:
Öneri Dergisi. 5:135-143
Developing in the USA has been extended also in European Countries derivative transactions has becoming a very important role in financial accounting. The purpose of these study is to analyze, examine und evaluate derivative product in the Turkish ac
Publikováno v:
Dokuz Eylül Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Vol 22, Iss 2 (2013)
An option gives its owner the right but not the obligation to buy (Call option) or to sell (Put option) an underlying security in a predetermined period of time at a predetermined price. The use of options in real asset investments gave birth to real
Autor:
OKTAY TAŞ, ZEYNEP İLTÜZER
Publikováno v:
Dokuz Eylül Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, Vol 23, Iss 1 (2013)
As a result of the rapid development of information technologies and globalization, growing trading volumes and variety of securities have increased the exposure of economic units on risk. Therefore, the topics with respect to risk management have dr