Stock market crashes are hazardous for financial stability and usually modeled via Poisson processes having a predetermined fixed intensity. This study uses a more general framework by allowing the intensity to be random ...

Using Turkish Household Budget Surveys from 2003, 2007 and 2012, this paper investigates the determinants of household education expenditures within an Engel curve framework. In particular, we estimate Tobit regressions ...

This paper examines the effects of the February 2001 Economic Crisis (Turkey) on the low-Q and high-Q firms. In the study, our sample is composed of the firms that are actively being traded on Istanbul Stock Exchange (ISE) ...

Turkey provides rich evidence for the current international migration trends given its economic and demographic dynamics. The number of people moving overseas to settle permanently has been following an increasing trend ...

Kademeli finansal raporlama kavramı, bu araştırmanın odak noktasıdır. Çalışmada, ilk olarak, Avustralya'daki uygulama geçmişten günümüze incelenmiş, bu ülkedeki kademeli finansal raporlamanın yeni çerçevesini oluşturan iki ...

Allen and Gale (1992) construct a model to show that stock price manipulation is possible. The time structure of their model allows manipulators to pretend as “informed” traders, so that the local investors cannot ...

We compare the performance of firms affiliated with diversified business groups with the performance of unaffiliated firms in an emerging market, Turkey. Our findings indicate that group affiliation improves firm's accounting ...

In this study, we consider one of the most popular technical indicators and try to determine the best fitting simple moving average to a given data. Here we utilize from a general mean reverting stochastic process where ...

Bu çalışmada Borsa İstanbul 100 endeksinin etkinliği sınanmaktadır. En sık kullanılandoğrusal ve yapısal kırılmalı birim kök testleri elimizdeki zaman serisinin durağan olmadığınıyani başka bir deyişle birim kökün varlığını ...

This paper examines one of the vital technical analysis indicators known as the Elliott wave principle. Since these waves have a fractal nature with patterns that are not exact, we first determine the dimension of them. ...