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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, 2018-01)
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 ...