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Linkage between company scores and stock returns
(Journal of International Studies, 2017)
Previous studies on company scores conducted at firm-level, generally concluded that there exists a positive relation between company scores and stock returns. Motivated by these studies, this study examines the relationship ...
Financial crisis and economic downturn
(International Journal of Business, 2011)
In the recent economic recession, Federal Reserve (The FED) and Federal Government have preferred different methods to stimulate the economy. The key factor is the choice of financing each have following to implement their ...
Decay factor optimisation in time weighted simulation - evaluating var performance
(International Journal of Forecasting, 2011)
We propose an optimisation approach for determining the optimal decay factor in time weighted (BRW) simulation. The backtesting of the BRW simulation, which involves different decay factors, together with a broad range of ...
What really rules investment decisions: Head or heart?
(Actual Problems of Economics, 2010)
The main purpose of this paper is to identify and discuss the relationship between behavioural and classical factors more clearly that have already been established and, more specifically, to determine the manner in which ...
The state of competition of the turkish banking industry: An application of the panzar-rosse model [Konkurencija turkijos bankininkystės sektoriuje: Panzar-Rosse modelio taikymas]
(Journal of Business Economics and Management, 2010)
This paper examines the competitive structures of the Turkish banking industry over the period 1998-2008 and investigates the factors that can explain differences in the degree of competitiveness. The Panzar-Rosse method ...
Time-varying volatility modelling of baltic stock markets [Baltijos vertybinių popierių rinkų nepastovumo modeliavimas]
(Journal of Business Economics and Management, 2010)
As time-varying volatility has found applications in roughly all time series modelling in economics, it largely draws attention in the areas of financial markets. This study also examines the characteristics of conditional ...
A comparison of data mining techniques for credit scoring in banking: A managerial perspective
(Journal of Business Economics and Management, 2009)
Credit scoring is a very important task for lenders to evaluate the loan applications they receive from consumers as well as for insurance companies, which use scoring systems today to evaluate new policyholders and the ...
The investment decision-making process from a risk manager’s perspective: a survey
(Qualitative Research in Financial Markets, 2009)
Purpose: The purpose of this paper is to identify associations between various inputs in the investment decision process of Saudi Arabian risk managers (RMs). Design/methodology/approach: The paper reports the views of 81 ...
Empirical examination of REITs in Turkey: An emerging market perspective
(Journal of Property Investment and Finance, 2009)
Purpose: The aim of this paper is to investigate the risk-return relationship of REITs listed on the Istanbul Stock Exchange (ISE) in order to assess the risk and to find some empirical results for investors within the ...
Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
(Zbornik Radova Ekonomskog Fakultet au Rijeci, 2009)
We investigate the relative performance of a wide array of Value at Risk (VaR) models with the daily returns of Turkish (XU100) and Croatian (CROBEX) stock index prior to and during the ongoing financial crisis. In addition ...