| No: 41 |
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Are Compliance Costs Arising From Capital Markets Regulations in Turkey Actually that High to Hinder IPOs?
| Saim Kılıç & Ali Alp & Önder Kaymaz
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Further Out-of-Sample Tests of Simple Technical Trading Rules
| Numan Ülkü
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Jinx Numbers Effect
| Ekrem Tufan & Bahattin Hamarat
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| No: 40 |
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Public Disclosure Levels of ISE Companies: Ownership and Corporate Governance Effects
| Bengi Ertuna, Ali Türkel |
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| Good Corporate Governance Structures With Three Betters: Internal Control, Risk Management and Accounting Practices | Önder Kaymaz & Ali Alp & Ramazan Aktaş |
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| Portfolio Selection:Application on International Stock Portfolios | Turhan Korkmaz & Elif Birkan |
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How to Attract More Foreign Capital Investments in Turkey
| Cenap İter |
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| No: 39 |
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The Analysis of the Impact of Size and Book-To-Market Ratio on the Stock Returns of the ISE Companies
| Serpil Canbaş, Serkan Yılmaz Kandır, Ahmet Erişmiş |
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Investment Bank Reputation and the Post-IPO Operating Performance: The Case of the Istanbul Stock Exchange
| Halil İbrahim Bulut |
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The Impact of Custom Union Agreement on the Integration of Turkish Stock Market with the Major Trading Partners in Europe
| Saadet Kırbaş Kasman, Adnan Kasman |
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Do Foreigners Act as Positive Feedback Traders in Turkey?
| Cüneyt Akar |
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| No: 38 |
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| Multiscale Systematic Risk:an Application on the ISE-30 | Atilla Çifter & Alper Özün |
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| Exchange Rate Exposure:A firm and Industry Level Investigation | Sadık Çukur |
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| Inflation Targeting According to Oil and Exchange Rate Shocks | Cem Mehmet Baydur |
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| No: 37 |
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| Symmetrical and Asymmetrical Relationship Between Exchange Rate and Stock Exchange Index Return Volatilities in Turkey | Ömer Özçiçek |
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| Effect of Openness on Economic Growth in High Income OECD Countries: 1953-2004 | Sefer Şener & Ercan Sarıdoğan |
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| The Design of a Regulatory Regime to Achieve High Quality Regulation: An Evaluation of Turkey’s Regulatory System | Ali Alp & Saim Kılıç |
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| Determination of Effect of Intellectual Capital on Firm Value Via Value Added Intellectual Coefficient Methodology: An Empirical Study on ISE-Listed Manufacturing Firms | M. Başaran Öztürk & Kartal Demirgüneş |
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| No: 36 |
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| Detecting the Manipulation of Financial Information by Using Artificial Neural Network Models | Güray Küçükkocaoğlu & Yasemin Keskin Benli & Cemal Küçüksözen |
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| Impact of Audit Opinions on Stock Returns in Istanbul Stock Exchange (ISE) | Hakan Aygören & Süleyman Uyar |
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| Pricing Mortgage Assets | Cem Karakaş & Onur Özsan |
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| Asymmetric Responses in Volatility Between Positive and Negative Shocks: New Evidence From Turkish Data by Using TAR-GARCH Model | Cüneyt Akar |
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| No: 35 |
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How to Manage the Mortgage Credit Risk in Turkey?
Can Dual-indexed Mortgages be a Remedy? | Ali ALP & M. Mete DOĞANAY |
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| Forecasting Financial Variables by the Grey Theory | Sadık Çukur & Erdoğan Kotil & Resul Eryiğit |
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| Overreaction Hypothesis and an Empirical Work on the Istanbul Stock Exchange | Şerafettin Sevim & Birol Yıldız & Soner Akkoç |
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Purchasing Power Parity and ARIMA Models in Forecasting
Exchange Rates: The Case of Turkey | Hasan Vergil & Filiz Özkan |
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| No: 34 |
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| Cointegration and Causality Between Macraeconomic Variables and Share Prices | Ömer Yılmaz & Bener Güngör & Vedat Kaya |
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Comparing the Convergence Behaviour of Binomial and Trinomial Models
| Mehmet Horasanlı |
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Foreign Direct Investment and Real Exchange Rate: A Causality Analysis
| Hasan Vergil & Hamza Çeştepe |
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| No: 33 |
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| Public Disclosure Systems | ISE Research Department |
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| Measuring Audit Risk by Data Envelopment Analysis | Nurhan Davutyan & Lerzan Kavut |
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| The European Union Portfolio-Diversification Opportunities in the New Members vs. the Candidate: Turkey | Ceylan Onay & Vedat Akgiray |
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| No: 32 |
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| The Relationship Between Macroeconomic Volatility And Stock Market Volatility | Saadet Kırbaş Kasman |
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| Measuring Default Risk In Turkey: Econometric Approach | Melike E. Bildirici & Memet Salman |
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| The Effects Of G-7 Countries’ Stock Markets On The Istanbul Stock Exchange | Nildağ Başak Ceylan |
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| No: 31 |
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| Size and Book-to-Market Effects: Evidence from the Istanbul Stock Exchange (ISE) | Nuri Yıldırım |
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Persistence in Emerging Market Stock Returns: Empirical Evidence from Six Stock Markets
| Zeynel Abidin Özdemir |
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| Are Investors Affected by the Weather Conditions: Evidence from the Istanbul Stock Exchange | Ekrem Tufan & Bahattin Hamarat |
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| No: 30 |
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| Investors’ Selection Between Two Financial Markets: A Conditional Correlation Approach | Oral Erdoğan & Harald Schmidbauer |
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| Exchange Rate Exposure: An Empirical Application for Textile Industry on the Istanbul Stock Exchange | Sadık Çukur & Yusuf Volkan Topuz |
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| Mudaraba-Venture Capital Closed-end Mutual Funds and Mudaraba-Venture Capital Open-end Mutual Funds | Halil İbrahim Bulut |
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| No: 29 |
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| Institutional Investors and Stock Market Development: A Causality Study | Güler Aras & Alövsat Müslümov |
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| A Risk and Profitability Approach to Bank Performance Measurement: The Case of Turkish Commercial Banks | M. Hasan Eken |
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| Monetary Policy Analysis for Turkey in a Game Theoretical Perspective | Cem Mehmet Baydur & Bora Süslü & Selahattin Bekmez |
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Single-Price Auction System for the Istanbul Stock Exchange
| Güray Küçükkocaoğlu |
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| No: 28 |
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| Araştırma Müdürlüğü |
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| No: 27 |
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Abnormal Return Fluctuations in the ISE (Istanbul Stock Exchange) Before and After the General Elections in Turkey
| Pınar Evrim Mandacı |
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| Forecasting the Volatilities and Covariances of ISE Government Debt Securities Indices | M. Mete Doğanay |
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| Financial Liberalisation and Economic Growth: A Panel Data Approach | Bülent Güloğlu |
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| No: 26 & 25 |
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| Banks, Stock Market and Economic Growth: Cointegration and Causality Analysis Case of Turkey (1989-2000) | Hakan Çetintaş & Salih Barışık |
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| An Analysis on the Dividend Policy of the Istanbul Stock Exchange (ISE) Corporations: Cash Dividend-Industry Behavior Relation | Mustafa Kemal Yılmaz |
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| Capital Structure of the Turkish Domestic and International Real Sector Firms | Halit Göneneç &Özgür Arslan |
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| Forecasting the Direction of the ISE National-100 Index By Neural Networks Backpropagation Algorithm | Ali İhsan Diler |
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| Finansal Kriz Döneminde Bankaların Etkinliği | Adnan Kasman | | |
| No: 24 |
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| Examining Systematic and Nonsystematic Risks of the ISE Financial Sector Companies | Hatice Doğukanlı & Songül Kakilli Acaravcı & Serkan Yılmaz Kandır |
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| An Investigation of Beta Instability in the Istanbul Stock Exchange | Atilla Odabaşı |
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| Finance and Growth in Turkey: Casuality Issue | Ensar Yılmaz & Özgür Kayalıca |
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| No: 23 |
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Multi-Beta Capital Asset Pricing Model and an Application in Turkey
| Hatice Doğukanlı & Serkan Yılmaz Kandır |
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| A New Financial Instrument For the Turkish Capital Markets: Exchange Traded Funds (ETFs) | Çetin Ali Dönmez |
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| No: 22 |
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Measurement of Foreign Exchange Exposure on the Turkish Private Banks’ Stock Prices
| Serpil Canbaş & Murat Doğanlar & Yıldırım B. Önal |
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| Income Velocity of Money (M2): The Case of Turkey, 1986-2000 | Fatih Cin & Fikret Dülger |
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Cash Conversion Cycle, Cash Management and Profitability: An Empirical Study on the ISE Traded Companies
| Tülay Yücel & Gülizar Kurt |
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| No: 21 |
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| Anchors in Implementation of Monetary Policies in Turkey in 1990’s | Mehmet Baydur & Bora Süslü |
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Global Factors and Stock Returns: Empirical Evidence From the Istanbul Stock Exchange
| Alpaslan Akçoraoğlu & Funda Yurdakul |
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Conditional CAPM and an Application on the ISE
| Yalçın Karatepe & Fazıl Gökgöz |
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| No: 20 |
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| Opinions and Attitudes of Independent Auditors and Users of Audit Services Concerning Audit Quality | Lerzan Kavut |
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| The 1994 Economic Crisis and Its Effects on Commercial Banks: An Emprical Investigation | İhsan Işık |
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| No: 19 |
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| Principles of Corporate Governance in the Capital Markets (Special Issue) | ISE Research Department
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| No: 18 |
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| Testing Volatility Asymmetry in Istanbul Stock Exchange | Cem Payaslıoğlu |
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Monetary Transmission and Bank Lending in Turkey
| Lokman Gündüz |
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| Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey | C.Emre Alper & Borağan Aruoba |
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| No: 17 |
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Special Issue
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| Stochastic Trends and Stock Prices in Emerging Markets: The Case of Middle East and North Africa Region | Lokman Gündüz & Mr. Mohammed Omran |
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| The Investment of Emerging Capital Markets and the Role of Derivative Securities | Yrd. Doç. Dr. Turhan Korkmaz |
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Prediction of Financial Failure With Artificial Neural Network Technology and an Empirical Application on Publicly Held Companies
| Birol Yıldız |
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| Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme | Numan Ülkü |
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Pre-Trade Transparency
| Mr. Ananth Madhavan & Mr. Davıd C. Porter & Mr. Danıel Weawer |
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| No: 16 |
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An Analysis of Pre-Privatization and Post-Privatization Financial Performance and Activities of Privatized Cement Companies
| Osman Karamustafa |
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| Business Ethics and a Research for Ethics Cultures of the Companies Traded on the Istanbul Stock Exchange | Ali Halıcı |
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Purchasing Power Parity and Real Exchange Rates in Case of Developing Countires
| Mehmet Özmen & Murat Doğanlar |
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| No: 15 |
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The Effect of Scale and Mode of Ownwership on the Turkish Banking Sector Financial Performance
| Muhammet Mercan & Reha Yolalan |
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The Role of Venture Capitalists as Financial Intermediaries in Capital Markets
| Halil İ. Bulut |
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An Inquiry on the Factors Contributing to the Economic Crises in Turkey
| Kamuran Malatyalı |
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| No 14 |
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| Turkish Capital Market and the Istanbul Stock Exchange (ISE) Towards Harmonization and Competition with the European Capital Markets (Special Issue) | Araştırma |
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| Sayı 13 |
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The Effects of Asian Currency Crisis on Financial Institutions: The ISE Experience
| Halil Kıymaz & Osman Kılıç |
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| Forecasting Stock Prices by Using Alternative Time series Models | Kıvılcım Metin & Gülnur Muradoğlu |
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| The Goals of the Monetary Policy Implementations in Turkey | Hacer Oğuz |
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| No: 12 |
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| A Challenge: Are You Ready for the Republic’s Centenary? | Yavuz Canevi |
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| Turkey in 2000’s | Mahfi Eğilmez |
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The relationship between Inflation and Growth
| Gazi Erçel |
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| Recent Developments in Turkish Economy, Economic Policies for the Year 2000 and Effects of these Policies on Financial Markets | Selçuk Demiralp |
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| Innovations Adopted by the Revised Capital Markets Law | Muhsin Mengütürk |
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A Contemplation on the Istanbul Stock Exchange in 2000 and Beyond
| Osman Birsen |
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World Gold Markets, Istanbul Gold Exchange and Gold in Risk Management
| Serdar Çıtak |
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| Significance of the Southeastern Anatolia Project in the Turkish Economy | Kenan Mortan |
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| No: 11 |
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| On the Relationship Between Stock Prices and Macroeconomic Variables in Istanbul Stock Exchange | Banu Durukan |
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| Regulation Influence on the Dividend Policy of the Istanbul Stock Exchange (ISE) Corporations | Cahit Adaoğlu |
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| Do Derivatives Markets Constitute a Potential Threat to the Stability of the Global Financial System | Çetin Ali Dönmez & Mustafa Kemal Yılmaz |
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| No: 10 |
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The Political Economy of Inflation: Are Turkish Banks Potential Losers from Stabilization?
| Carolına Van Rıjkeghem |
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The Causes and the Impact of the Financial Crisis on the East Asian Economies
| Kasım Eren |
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| Russian Crisis: The Impact on the ISE | ISE Research Department |
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| No: 9 |
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| Basic Financial Characteristics in the Banking Sector: An Empirical Analysis (1990-1997) | Osman Karamustafa |
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Leading Indicators Approach for Business Cycle Forecasting and a Study on Developing a Leading Economic Indicators Index for the Turkish Economy
| Ali Mürütoğlu |
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| Chaos Theory, Non-Linear Behavior in Stock Returns, Thin Trading and Market Efficiency in Emerging Markets: The Case of the Istanbul Stock Exchange | Alper Özün |
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| No: 8 & 7 |
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| The Bid-Ask Spread and its Determinants for Stocks Traded on the Istanbul Stock Exchange | Zeynep Önder & Z. Nuray Güner |
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| An Inquiry on the Evidence of Comovements Among Various Stock Market Returns | Kamuran Malatyalı |
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| Defined Contribution Model: Definition, Theory and an Application for Turkey | Metin Ercen & Deniz Gökçe |
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| Pension Reform, the Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank’s Proposals | Ajit Singh |
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| Financial Market Implications of Pension Reforms | Hans J. Blommestein |
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| Prospects for Private Pension Systems and their Relation to the Stock Market in Turkey | Mahir Füsunoğlu |
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| The Impact of Tax Regimes on the Development of Private Pension Funds: Reflections on the Capital Market | Çağatay Ergenekon |
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| No: 6 |
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| Relative Price Variability and Inflation: Empirical Evidence from Turkey | Meral Karasulu |
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| An Analysis of the Istanbul Stock Exchange National-100 Index: A Statistical Approach | Reşat Kasap |
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| Volatility in Istanbul Stock Exchange | Zafer Yavan & C. Bülent Aybar |
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| Day-Of-The-Week Effects in Overnight Interest Rates: Evidence from Turkish Money Markets | Recep Bildik |
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| No: 5 |
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| The Impact of Financial Innovation and Risk Management on Economic Performance | Vedat Akgiray |
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| A Note on the Relationship Between the Spot and Futures Markets for Common Stock | Kürşat Aydoğan |
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| When to Start Financial Derivatives Trading? The Example of Istanbul Stock Exchange | Oral Erdoğan Murad Kayacan |
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| ISE Derivatives Market Trading System | Çetin Ali Dönmez |
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| Launching Markets for Stock Index Futures and Options: Case of Korea | Yu-Kyung Kım |
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| The Right Time to Introduce a Derivatives Market | Moema Unıs |
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| No: 4 |
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| Effects of Turkish Liberalization Measures on Stock Prices | Ayşe Yüce |
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| An Analysis of the “Day of the Week Effect” on the Istanbul Stock Exchange | Kıvılcım Metin / Gülnur Muradoğlu / Bilgehan Yazıcı |
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| Causal Relations Among ISE, Inflation, Interest Rates and Real Activity in Turkey: A VAR Analysis | Nihal Kargı - Harun Terzi |
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| Forecasting of Corporate Performances on the Basis of Financial Indicators | Levent Alkan |
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| No: 3 |
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| The Privatization of Stock Exchanges: The Case of Stockholm Stock Exchange | Bengt Ryden |
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| Stock Market Volatility and Its Term Structure: Empirical Evidence From the Turkish Market | Mustafa Kemal Yılmaz |
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| The Long Run Performances of Turkish Industrial IPOs: 1990-1995 Experience | Halil Kıymaz |
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| An Empirical Investigation of the Determinants of Capital Structure: Evidence from Istanbul Stock Exchange Firms | Banu Durukan |
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| No: 2 |
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| A Proposal for a Deposit Insurance System in Turkey | Ercan Balaban Hüseyin Çilli |
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| A Suggestion for a Bond Index | Gürsel Kona |
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| Managing Systematic Risk in Emerging Markets | Gökhan Ugan |
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| Analysis of Factors Affecting the Performances of Turkish Financial IPOs | Halil Kıymaz |
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| No: 1 |
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| A General Outlook of the Turkish Industry and Competitiveness of the Private Sector | B. Safa Ocak |
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| Intercultural Bank Management in Israel | Yaır E. Orgler |
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| Can Noise Traders Survive? Evidence from Closed-End Funds | Seha M. Tiniç, Laura Straks, Rıchard W. Sias |
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| P/E Ratio and the Dividend Yield as Forecasting Tools in the Istanbul Stock Exchange | Kürşat Aydoğan Alparslan Güney |
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| Integration Versus Segmentation: The Istanbul Stock Exchange | Süleyman Gökçen Ahu Öztürkmen |
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