Theses - Department of Management
Faculty of Business Administration
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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 ... -
Investors’ reaction to litigation announcements by Capital Markets Board of Turkey
(Bilkent University, 2019-09)I empirically investigate investors’ reaction to the litigations announcements published by Turkish Capital Markets Board (CMB). I use event study to analyze daily abnormal returns for significant market reactions. I compile ... -
Informed trading in borsa İstanbul
(Bilkent University, 2019-05)This thesis investigates how information asymmetry affects asset prices in Borsa İstanbul. In the first chapter, we introduce the R package InfoTrad that estimates the probability of informed trading. Next, we examine ... -
Accountant or advisor? Role of CPAs on family SME performance
(Bilkent University, 2019-05)Building on Knowledge Based View (KBV) this thesis investigates the formation and the effect of external Chartered Public Accountants’ (CPA) advising services on the performance of family Small and Medium-Sized Enterprises ... -
Use of currency hedging instruments by non-financial Turkish firms
(Bilkent University, 2018-09)Having significant exchange rate exposure, Turkish non-financial firms face both operational and financial risk caused by exchange rate movements. Despite not being as deep as in the developed countries, Turkish financial ... -
Determinants of large stock price movements: a perspective from the options market
(Bilkent University, 2017-12)I empirically investigate the information role of trading volume of call and put options on large stock price movements. I define two variables -crash and jump- to indicate large stock price movements with respect to ... -
Agency costs in an emerging market : investigating business groups
(Bilkent University, 2017-09)Positive abnormal returns around loan announcements imply that banks have unique expertise in information production about borrowers. I study abnormal returns around loans that Turkish listed firms secure from international ... -
Market reaction to private equity deal announcements
(Bilkent University, 2017-10)This thesis investigates whether and how target shareholders benefit in leveraged buyout deals in which the target is a public company and the acquirer is a private equity firm. We conduct an event study and run cross ...
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