Companies capitalize on the accumulated profit by issuing the bonus share to shareholders. The information content of the bonus issue is perceived to be positive. This paper is an attempt to study the market behavior pertaining to the... more
The impact of the real interest rate on industrial production growth in developed and developing countries was analyzed during the 2008 financial crisis and the COVID-19 pandemic. Panel data analysis was implemented for the monthly period... more
This study aims to investigate the factors influencing market volatility in the Indian stock market, with a focus on the Bombay Stock Exchange (BSE). The research seeks to identify the key determinants of volatility, such as economic... more
In this study, evidence is presented that shows the positive stock return-volatility relationship at the firm level is due to firm's real options. Therefore, the purpose of the study was to investigate the effect of real option on the... more
Bu çalışmada, Gaziantep ili merkez meteorolojik gözlem istasyonundan elde edilen 2000-2010 yılları arasındaki kısıtlı periyoda ait 11 yıllık güneş radyasyonu ve meteorolojik değişkenler (ortalama sıcaklık, bağıl nem, güneşli gün sayısı,... more
One of the prominent types of calendar anomalies includes holiday effects, where stocks show abnormally higher mean returns on the days prior to holidays in comparison to other trading days. The current study investigates the existence of... more
Stock is one of the key securities traded in the capital markets and as such, has attracted the attention of researchers. While it is said to propel economic activities, empirical studies conducted on different countries present divergent... more
Seiring dengan perkembangan perekonomian, kontribusi variabel makroekonomi disinyalir cukup besar dalam mempengaruhi return saham. Beberapa teori sejak lama dikembangkan guna menangkap hipotesis ini. Artikel ini bertujuan untuk mengkaji... more
Bu çalışmada, 2007 yılında ÇOMÜ Biga İİBF'si öğrencilerine uygulanan anketlerden elde edilen veriler kullanılarak, bilişim teknolojilerinin öğrencilerin öğrenimleri üzerine etkileri ortaya konmuş, aynı zamanda bilişim harcamalarını... more
Dünya'da ve Türkiye'de olduğu gibi obezite son yıllardan itibaren hızla artan bir sağlık sorunu haline gelmiştir. Özellikle az gelişmiş ve gelişmekte olan ülkelerde bu sorun gittikçe büyümekte ve ülke ekonomilerini de yakından... more
Bu çalışmada, betanın zaman içinde değişmesine izin veren koşullu Sermaye Varlıklarını Fiyatlama Modeli’nin (SVFM) ve betanın sabit olarak kabul edildiği statik SVFM’nin geçerliliği Borsa İstanbul’da (BİST) test edilmiştir. BİST üzerine... more
Calibration of Quantum Harmonic Oscillator as a Stock Return Distribution Model on the Index of Nsei
Stock returns have a mixed distribution, which describes Gaussian and non-Gaussian characteristics of the stock return distribution, according to the solution of the Schrodinger equation for the quantum harmonic oscillator. As a model for... more
Agriculture is the backbone of our economy. Major Indian families benefit because of this industry, and thanks to technology today, major startups are engaged in this industry, which it believes to be "sustainable." Agriculture, 70... more
The objective of this research is to compare movement of stock return literature on companies in the tourism sector and other businesses. This study also analyzed comprehensively the relationship between contexts built on the literature.... more
Bu çalısmanın amacı, Satın Alma Gücü Paritesi’nin tanıtılması ve geçerliligini degerlendirmektir. Bu amaçla, verilere ulasılabilmesi açısından 1982’den 2005’e kadar olan dönem ele alınmıs ve bu dönemde Türkiye’deki Satın Alma Gücü... more
The Baltic Sea is a region with heavy maritime traffic and various risk factors. Analyzing accidents in the region is of great importance for improving safety measures. Within the scope of this study, data mining techniques were used to... more
The objectives of this research are examine the fundamental factors of macro (Rupiah exchange rates (NTR) and the interest rate of Bank Indonesia Certificate (SBI)) and micro (current ratio (CR), debt to equity ratio (DER), total asset... more
The objective of this research is to measure and examine volatilities between important emerging and developed stock markets and to ascertain a relationship between volatilities and stock returns. This research paper also analyses the... more
A company will always attempt to reach its goal by increasing its efficiency and effectiveness. One of the ways to achieve the goal is by improving economic performance, social performance, environmental performance.This study was... more
Despite of possible containment measures taken by countries to limit the spread, novel coronavirus caused a dramatic decline in economic activities resulting tremendous surge in stock market volatility. To examine the impact of COVID-19... more
One of the corporate actions carried out by companies is mergers and acquisitions (M&A). This research aims to examine the impact of merger and acquisition (M&A) announcements on stock returns of banking companies listed on LQ 45 for the... more
Finansal gevşeklik kavramı, işletmenin olması gerekenin üzerinde elde tuttuğu varlıkları ve borçlanma yeteneğinin toplamını ifade etmektedir. Finansal gevşeklik kaynaklarını kaynak yapısı teorisyenleri, firmaların ihtiyaç anında... more
2.1 Dividend Policy and Theories 2.2 Dividend yield and stock return 2.3 Dividend payout and stock return 2.4 Gearing and stock return 2.5 Growth and stock return 2.5 Effect of firm"s profitability on stock return 2.8 Effect of size on... more
Penelitian ini bertujuan untuk mengetahui perbedaaan antara return yang diharapkan dan dihasilkan dari metode; Jensen, Sharpe dan Treynor dengan aktual return dan penggabungan ketiga metode tersebut terhadap kinerja portofolio saham dari... more
Penelitian ini bertujuan untuk mengetahui perbedaaan antara return yang diharapkan dan dihasilkan dari metode; Jensen, Sharpe dan Treynor dengan aktual return dan penggabungan ketiga metode tersebut terhadap kinerja portofolio saham dari... more
This paper examines the relationship between economic value added and stock prices, and analyzes the benefit of the use of Economic Value Added (EVA) in the creating process of investment policies that can be helpful to get extraordinary... more
Bu çalışmada, model belirsizliğini azaltmak, modelde yer alan bağımsız değişkenlerin katkıları ile önem düzeylerinin belirlenmesi amacıyla kullanılan, Bayesci model ortalaması yöntemi açıklanmıştır. Ayrıca Ocak 2007-Ağustos 2018 ayları... more
Su kalitesi gözlem aglarının degerlendirmesinde, mevcut ölçüm programının etkinligini ve ekonomik verimliligini ortaya koyabilecek bir yönteme ihtiyaç duyulmaktadır. Bu baglamda, bir gözlem agının sagladıgı bilgiyi sayısal bazda... more
Benzetim y(Jnteminin başarısı, sistemin gerçeği yansıtacak şekilde modellenmesine bagftdır. Bu nedenle bu çalışmada, rasgele bir sistemi eLi iyi modelleyen teorik dagılımı otomatik olarak saptayan bir bilgisayar sistemi geliştirmek... more
The current study investigates how the recent war between Ukraine and Russia impacted the volatility of G7 economies of the stock markets in major industrialized countries like United States (US), the United Kingdom (UK), Canada, Japan,... more
This paper uses qualitative data analysis to examine the impact of global factors on the performance of Asian stock market returns and performance of Asian business enterprises. This study investigates the interaction between... more
Türkiye’nin enerji talebinin tahmin edilmesi üzerine girdap arama algoritması temelli yeni bir model
Bu çalışmada, Türkiye'nin enerji talebini tahmin etmek amacıyla Girdap Arama (Vortex Search, VS) algoritması temelli yeni bir doğrusal regresyon modeli geliştirilmiştir. Modelde Türkiye'deki gayri safi yurtiçi hâsıla (GSYİH), nüfus,... more
Türkiye’nin enerji talebinin tahmin edilmesi üzerine girdap arama algoritması temelli yeni bir model
Bu calismada, Turkiye’nin enerji talebini tahmin etmek amaciyla Girdap Arama (Vortex Search, VS) algoritmasi temelli yeni bir dogrusal regresyon modeli gelistirilmistir. Modelde Turkiye’deki gayri safi yurtici hâsila (GSYIH), nufus,... more
Economic value added, financial value added and firm value, have been identified as factor that influence stock returns. However, past studies have not examined the issue of why the financial value added may influence the stock returns.... more
Economic value added, financial value added and firm value, have been identified as factor that influence stock returns. However, past studies have not examined the issue of why the financial value added may influence the stock returns.... more
This study objectively examines how financial performance metrics affect stock returns. ROA, ROE, CR, DER, and EVA are being examined. This study uses secondary data from external sources. This study used purposive sampling to choose a... more
Sanayi devrimi ile birlikte kitlesel tüketim hız kazanmıştır. Bu dönemin üretim modeli, “al-yap-kullan-at” prensibinin benimsendiği geleneksel tek yönlü doğrusal ekonomidir. İlerleyen yıllarda nüfusun artmasıyla iyice hızlanan kitlesel... more
Unknown structural breaks and impacts of a specific event can be tested using LSTR and SF models.
Stock Market plays a vital role in any countries economic growth and development. They have always been an area of serious concern for policy makers, economists and researchers. They are often defined as the barometer of any economy... more
Son 60-70 yıldır, akademik ve pratik alanlarda, deterministik yerine, bulanık / olabilirlikli matematiksel programlama yöntemleri geliştirilerek daha etkin ve uygulanabilir çözümler elde edilmeye çalışılmaktadır. Belirsizlik ortamında;... more
Dengan adanya globalisasi pasar modal, investor dapat melakukan investasi di berbagai negara sesuai dengan potensi keuntungan yang diharapkan masing-masing investor. Penilaian investor asing terhadap suatu pasar saham dapat berubah-ubah... more
Dengan adanya globalisasi pasar modal, investor dapat melakukan investasi di berbagai negara sesuai dengan potensi keuntungan yang diharapkan masing-masing investor. Penilaian investor asing terhadap suatu pasar saham dapat berubah-ubah... more
Stock return is the result for an investor for their ownership of a company. In investing, an investor aims to maximize the return by considering the investment risk factors. There are six banks listed in LQ 45 from 2008-2018, selected... more
The vision 2030 focuses on Training and research for quality Education which is yet to be accomplished in Educational Institutions. Good Quality Training and staffing ensures effectiveness and efficiencies which plays crucial roles in... more
Financial distress is a common global phenomenon among the corporate entities. Locally, there is overwhelming evidence of firms that have undertaken financial restructuring, delisted from the exchange market, gone into receivership and... more
The objective of this research is to measure and examine volatilities between important emerging and developed stock markets and to ascertain a relationship between volatilities and stock returns. This research paper also analyses the... more