Theses - Department of Management
Faculty of Business Administration
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On a multiple item replenishment problem in the presence of carbon emissions
(Bilkent University, 2022-09)Motivated by the increasing popularity of sustainability issues, and the opportunities to create positive value through collaboration, the purpose of the study is to investigate a joint replenishment model in the presence ... -
Covid-19 pandemic merger wave
(Bilkent University, 2022-08)This thesis investigates whether the Covid-19 pandemic initiated merger waves at the aggregate and industry level. Recovery from the Covid-19 pandemic coincides with economic expansion, industry shocks and stock market ... -
Essays on foreign exchange
(Bilkent University, 2022-09)This thesis investigates the foreign exchange market dynamics by using high fre-quency data. There is a vast literature on currency markets. However, we aimed to bring a new light on the foreign exchange market dynamics ... -
European closed-end fund discounts: effect of Covid-19
(Bilkent University, 2022-09)This thesis analyzes behavior of Closed-end fund discounts (CEF) under the novel circumstances of the global pandemic that crushed the financial markets starting from early 2020. As literature argues CEF discounts to be ... -
Essays on housing market and bank loans
(Bilkent University, 2022-08)This dissertation comprises three essays about the housing market and banks’ loan portfolios at the province level in Turkey. The first essay focuses on the supply side of the housing market. The price elasticity of housing ... -
Three essays on derivatives markets
(Bilkent University, 2022-01)This thesis comprises of three essays on derivatives markets. The first essay revisits the model-free methodology of the implied volatility index (VIX) and its global counterparts as empirically estimated. Then, we modify ... -
Essays on investor attention
(Bilkent University, 2022-01)This thesis investigates the impact of firm centrality and macroeconomic uncertainty on attention allocation decisions of investors. First, we examine whether investor attention towards stocks is related to firm centrality ... -
Ownership and risk in deposit and development banks
(Bilkent University, 2021-09)This thesis studies the risk-taking behavior of banks, classified according to their ownership status and deposit collectability, operating in Turkey for the sample period 2004-2020. The aim of this thesis is to investigate ... -
Popularity of a movie and financial success
(Bilkent University, 2021-08)This thesis focuses on how the popularity of a movie and related factors such as di-rector and casting worth affect the financial success of a movie and the market value of the distribution company when there is an unexpected ... -
Hedonic consumption practices of the disadvantaged and their well-being outcomes: a multimethod research on Syrian refugees in Turkey
(Bilkent University, 2021-08)Consumption may be a practical tool to cope with the challenges of displacement. While there is extensive research on vulnerable groups such as immigrants and the poor as consumers, research on refugee consumers is quite ... -
Essays in international finance
(Bilkent University, 2021-06)This thesis investigates FX market characteristics of emerging markets by exam-ining the uncovered and covered interest parity deviations, There is an extensive literature studying parity conditions in the currency markets. ... -
The impact of short sale disclosure frequency on pricing efficiency
(Bilkent University, 2021-06)Short sales are beneficial to markets since they tend to provide liquidity and improve pricing efficiency by revealing new information, given that short sellers are generally accepted as informed investors in the finance ... -
Financial economics of cryptocurrency markets
(Bilkent University, 2021-01)The financial sector is currently experiencing a gradual change, driven by near-term digital and technological innovations. Emerging distributed ledger technologies (DLT), such as Blockchain, open new avenues for investors ... -
“The (not so) queer art of flopping”: makeover shows and the formation of neoliberal subjectivity
(Bilkent University, 2020-12)This thesis examines the integral part makeover shows play in the formation of neoliberal subjectivity. The hegemonic neoliberal ideology demands citizens to claim responsibility for the social welfare services and ... -
Institutional investment horizon, herding, and stock returns
(Bilkent University, 2020-12)This thesis investigates the interaction between the herding behavior of institutions classified by their investment horizons and the role of investment horizon of institutions in driving the book-to-market effect. First, ... -
Does bitcoin improve optimal portfolios? A stochastic spanning approach
(Bilkent University, 2020-09)The thesis evaluates the impact of Bitcoin as a means of portfolio diversification on different stochastically efficient portfolios. Here, the stochastic efficient portfolios are the results obtained by applying ... -
When does brand foreignness matter for ethnocentric consumers in developing countries? the role of emotions and national icon products
(Bilkent University, 2020-07)It is widely known that an increase in the perceived quality of a brand significantly increases one’s intention to purchase that brand. According to the signaling theory, the foreignness of a brand may act as a sign of ... -
Systemic risk and financial networks
(Bilkent University, 2019-12)This thesis investigates the interbank relations of Turkish banks with each other and foreign banks abroad. In the first chapter, we focus on the interbank relations between domestic banks and study the effects of bank ... -
Essays in empirical finance
(Bilkent University, 2019-12)This thesis comprise three essays that investigate foreign exchange market volatility and its dynamics using high frequency exchange rate data. In the first essay, we decompose the jump component of USDTRY exchange rate ... -
Essays on financial connectivity and stability
(Bilkent University, 2019-11)This thesis investigates the structure of cross-border lending market by using network analysis and examines the relationship between financial connectivity and probability of systemic crises, controlling for macroeconomic ...
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