Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Yalama, Abdullah"'
Autor:
Taşdemir, Murat, Yalama, Abdullah
Publikováno v:
Emerging Markets Finance & Trade, 2014 Mar 01. 50(2), 190-202.
Externí odkaz:
https://www.jstor.org/stable/24475669
Publikováno v:
In North American Journal of Economics and Finance December 2013 26:53-71
Autor:
Yalama, Abdullah, Coskun, Metin
Publikováno v:
Journal of Intellectual Capital, 2007, Vol. 8, Issue 2, pp. 256-271.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/14691930710742835
Autor:
Tasşdemir, Murat1, Yalama, Abdullah2
Publikováno v:
Emerging Markets Finance & Trade. Mar/Apr2014, Vol. 50 Issue 2, p190-202. 13p.
Autor:
Yalama, Abdullah1 abdullah.yalama@gmail.com
Publikováno v:
Boğaziçi Journal: Review of Social, Economic & Administrative Studies. 2012, Vol. 26 Issue 2, Special section p1-16. 16p.
Autor:
YALAMA, ABDULLAH, SAYIM, MUSTAFA
Publikováno v:
Cilt: 23 Sayı: 1; Volume: 23, Issue: 1 89-107
Dokuz Eylül Üniversitesi İktisadi İdari Bilimler Fakültesi Dergisi
Dokuz Eylül Üniversitesi İktisadi İdari Bilimler Fakültesi Dergisi
Çalışmada İstanbul Menkul Kıymetler Borsası’na kote olan imalat sektöründeki şirketlerin Veri Zarflama Analizi (VZA) yöntemi kullanılarak performanslarının karşılaştırılması amaçlanmıştır. VZA’ da seçilen girdi ve çıktı
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=tubitakulakb::b0d4cb0fd7201c585442f1d99a07c858
https://dergipark.org.tr/tr/pub/deuiibfd/issue/22743/242757
https://dergipark.org.tr/tr/pub/deuiibfd/issue/22743/242757
Autor:
Tasdemir, Murat, Yalama, Abdullah
This study investigates volatility spillovers between two stock markets, Turkish and Brazilian, located in different regions of the world. Using a misspecification robust causality-in-variance test, we found strong evidence supporting volatility spil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f5ec09d760ec66d38b318868e6327664
https://hdl.handle.net/10419/81622
https://hdl.handle.net/10419/81622
WOS: 000266077800003
This study tests three models with the purpose of finding the best empirical explanation of capital structure for Istanbul Stock Exchange Manufacturing Firms. The sample consists of the data for the firms listed Istanbul Sto
This study tests three models with the purpose of finding the best empirical explanation of capital structure for Istanbul Stock Exchange Manufacturing Firms. The sample consists of the data for the firms listed Istanbul Sto
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3106::5775907fbc074e7c0301388fe53ebf2c
https://hdl.handle.net/11421/10384
https://hdl.handle.net/11421/10384
Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship amo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7417d2d5cdb29bb3e6dd28ae7ff4f2fa