Now showing items 1-4 of 4

    • Asset pricing in a multiperiod securities market with nonnegative wealth constraints 

      Arısoy, Yakup Eser (Bilkent University, 2007)
      According to Black-Scholes option pricing model, options are redundant securities, therefore have no importance for the allocation of wealth in the economy. This dissertation shows that options might be nonredundant ...
    • Does derivative usage affect firm-level risk? 

      Küçükbahçıvan, Yüsra (Bilkent University, 2008)
      This thesis aims to explore the effect of derivative usage on firm-level risk among U.S. non-financial firms for the year 2004, by using accounting information. Firm-level risk is proxied by four different risk measures; ...
    • Impact of liquidity on stock returns listed in Borsa Istanbul 

      Emrah, Nermin (Bilkent University, 2015)
      This study investigates the impact of liquidity on returns of stocks traded at Borsa İstanbul for the 2002-2014 period. Turnover rate, which is defined as average volume of a firm divided by the number of shares outstanding ...
    • The signalling of management about their companies' performance through bonus issues 

      Güyük, Tarkan (Bilkent University, 1998)
      The present thesis aims at investigating the validity of information signaling hypothesis through bonus issues in Turkey. The study looks at all the bonus issues by industrial companies realized during 1995-1997 period. ...