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

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4152249

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

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

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3942356

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

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3518442

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

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3378792

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

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

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1907152

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