itf-Çalışmalar
2022
- “PINstimation: An R package for estimating models of probability of informed trading”, Montasser Ghachem and Oguz Ersan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4117946
- “Identifying information types in probability of informed trading (PIN) models: An improved algorithm”, Montasser Ghachem and Oguz Ersan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4117956
- “Estimation of the probability of informed trading models via an expectation-conditional maximization algorithm”, Montasser Ghachem and Oguz Ersan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4117952
- “A methodological approach to the computational problems in the estimation of adjusted PIN model”, Oguz Ersan and Montasser Ghachem
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4117954
- “ESG activity and bank lending during financial crises”, Gamze Ozturk Danisman and Amine Tarazi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4013766
- “Adverse selection in cryptocurrency markets”, Murat Tiniç, Ahmet Şensoy, Erdinc Akyildirim, Shaen Corbet
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4175306
- “Information Shocks and the Cross-section of Expected Returns”, Tanseli Savaser, Murat Tiniç
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4152244
- “Broker Network Connectivity and the Cross-Section of Expected Stock Returns”, Murat Tiniç, Ahmet Şensoy, Muge Demir, Duc Khuong Nguyen
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4066241
- Proprietary Trading and the Information Advantage of Brokers in Order-Driven Markets”, Murat Tiniç, Tanseli Savaser, Aslıhan Salih
2021
- “Economic Consequences of Demographic Engineering : Turkey and WWI”, Ayça Akarçay, Nurhan Davutyan and Sezgin Polat
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3828518
- “The Penetration of European Banking into Ottoman Lands during the Second Half of the Nineteenth Century”, Nurhan Davutyan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3919715
- “Ottoman Commercial Agriculture and Its Determinants on the Eve of World War One”, Nurhan Davutyan, Hasan Tekgüç, Elmas Yaldız Hanedar and Avni Önder Hanedar
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3884434
- “High-Frequency Trading and its Impact on Market Liquidity: A Review of Literature”, Oguz Ersan, Nihan Dalgic, Cumhur Ekinci and Mehmet Bodur
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3756596
- Economic Policy Uncertainty and Bank Stability”, Gamze Ozturk Danisman and Amine Tarazi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3855469
- “Contagion of Fear: Is the Impact of COVID-19 on Sovereign Risk Really Indiscriminate?” Serhan Cevik and Belma Ozturkkal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3772467
- “Colonial Pathways, Access to Finance and Firm Performance”, Asli Togan Egrican and Lawrence Ngalim
2020
- “The Speed of Stock Price Adjustment to Corporate Announcements: Insights from Turkey”, Oguz Ersan, Serif Aziz Simsir, Koray D. Simsek and Afan Hasan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3733475
- “Banking Sector Reactions to the COVID-19: The Role of Bank-Specific Factors and Government Policy Responses”, Ender Demir and Gamze Ozturk Danisman
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3628261
- “The Effect of Pandemics on Domestic Credit: A Cross-country Analysis”, Gamze Ozturk Danisman and Ender Demir
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3610785
- “The Impact of Economic Uncertainty and Geopolitical Risks on Bank Credit: Evidence from Emerging Economies”, Ender Demir and Gamze Ozturk Danisman
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3647157
- Economic Uncertainty and Bank Stability: Conventional vs. Islamic Banking”, Mehmet Huseyin Bilgin, Gamze Ozturk Danisman, Ender Demir and Amine Tarazi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3708098
- “Financial Inclusion and Bank Stability: Evidence from Europe”, Gamze Ozturk Danisman and Amine Tarazi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3610453
- “Loan Loss Provisioning of US Banks: Economic Policy Uncertainty and Discretionary Behavior”, Gamze Ozturk Danisman, Ender Demir and Peterson K Ozili
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3610761
- “Bank Credit in Uncertain Times: Islamic vs. Conventional Banks”, Mehmet Huseyin Bilgin, Gamze Ozturk Danisman, Ender Demir and Amine Tarazi
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3537214
- “Overlapping Board Connections with Banker Directors and Corporate Loan Terms: Evidence from Syndicated Loans”, Asli Togan Egrican
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3518445
- Shareholder Coordination, Investment Horizon and Hedge Fund Activism”, Asli Togan Egrican
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3626568
- “Voluntary Private Pension Funds and Capital Market Development in Turkey”, Asli Togan Egrican and Fatih Kayhan
2019
- “Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul”, Nihan Dalgic, Cumhur Ekinci and Oguz Ersan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3823749
- “Eco-Innovation and Firm Growth in the Circular Economy: Evidence from European SMEs”, Pelin Demirel and Gamze Ozturk Danisman
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3414320
- “Art Investment: Hedging or Safe Haven through Financial Crises”, Belma Ozturkkal, and Asli Togan Egrican
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3407362
- “Managerial Activism”, Senay Agca and Asli Togan Egrican
2018 ve öncesi
- “Determinants of Saving-Borrowing Decisions and Financial Inclusion in a High Middle Income Country: The Turkish Case”, Nurhan Davutyan and Belma Ozturkkal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2575423
- “Multilayer probability of informed trading”, Oguz Ersan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2874420
- “A New Approach for Detecting High-Frequency Trading from Order and Trade Data”, Cumhur Ekinci and Oguz Ersan
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2997509
- “A Behavioural Analysis of Investor Diversification”, Ana-Maria Fuertes, Yaz Gulnur Muradoglu, Belma Ozturkkal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2056393
- “Institutional Herding and Mood”, Konstantinos Gavriilidis, Vasileios Kallinterakis, Belma Ozturkkal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3062670
- “An Analysis and Risk Modeling on Mortgage Payment Defaults in an Emerging Market”, Omer Gebizlioglu and Belma Ozturkkal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2621384
- “Portfolio Risk Choices of Finance Sector Professionals in Turkey”, Belma Ozturkkal and K. Ali Akkemik
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2358443
- “Financial Assessments and Investigation of Indicators of Financial Well-Being in an Emerging Market”, Halil Kiymaz and Belma Ozturkkal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3030382
- “A Simulation Set-Up to Observe the Effects of the Emotional Factor on Capital Markets”, Belma Ozturkkal
Yazar Linkleri
- Nurhan Davutyan SSRN IDEAS/Repec
- Oğuz Ersan SSRN
- Gamze Özturk Danışman SSRN
- Belma Öztürkkal SSRN
- Aslı Togan Eğrican SSRN IDEAS/Repec
- Murat Tiniç SSRN