scroll to top
Loading icon
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "finance"

1 - 10 of 510 results for
 "finance"
Results per page:

Pairs trading: is it applicable to exchange-traded funds?

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 743-751 (2022)

Abstract:Among the various statistical trading strategies, pairs trading has been widely employed as a market neutral strategy owing to its simple approach and ease of application. In this context, we develop a cointegration-based pairs trading framework with a...

View details

Value drivers of startup valuation from venture capital equity-based investing: A global analysis with a focus on technological factors

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 653-667 (2022)

Abstract:Because of the recent surge in the number of unicorns and their role in spurring entrepreneurship and social impacts, venture capitalists, entrepreneurs, and regulators are concerned about how startup firms are valued. This is due to a lack of financia...

View details

The impact of the global financial crisis on corporate cash holdings: Evidence from Eastern European countries

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 678-687 (2022)

Abstract:This study investigates the impact of the global financial crisis on the determinants of corporate cash holdings and adjustments towards target cash levels using a sample of Eastern European firms. Employing panel fixed effects and GMM estimations, the...

View details

Hedging Bitcoin with conventional assets

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 641-652 (2022)

Abstract:The recent 50% drop in the price of the flagship cryptocurrency Bitcoin reinforces the persistent anxiety among cryptocurrency investors. Can alternative assets hedge Bitcoin risk? This study investigates the ability of equities, commodities, bonds, cu...

View details

Investors’ net buying pressure and implied volatility dynamics

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 627-640 (2022)

Abstract:This study reexamines the influence of different investor types' net options demand on the KOSPI200 options-implied volatility dynamics. We extend Bollen and Whaley (2004) by accounting for options traders' hedging demand for futures contracts, intrada...

View details

Environmental consequences of financial development in emerging and growth-leading economies: A multidimensional assessment

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 668-677 (2022)

Abstract:The remarkable economic growth momentum in emerging and growth-leading economies (EAGLEs) raises concern about a sustainable global environment. Prior literature indicates the significant role of financial development (FD) in striking a win-win balance...

View details

Does institutional investor cross holding create synergy? Evidence from the cost of equity

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 752-768 (2022)

Abstract:We examine the impact of institutional investor cross holding (IICH) on the cost of equity. The findings suggest that IICH firms have a lower cost of equity than non-IICH firms. We find that it is mainly IICH firms in the same industry that successfull...

View details

Does financial development matter for economic growth in the emerging markets?

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 688-698 (2022)

Abstract:Despite an increasing focus on the nexus between finance and growth, little is known about the growth effect of financial development in emerging markets. Financial development is generally considered a multifaceted phenomenon. Unlike previous studies,...

View details

Option pricing with neural networks vs. Black-Scholes under different volatility forecasting approaches for BIST 30 index options

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 725-742 (2022)

Abstract:This study compares the performances of neural network and Black-Scholes models in pricing BIST30 (Borsa Istanbul) index call and put options with different volatility forecasting approaches. Since the volatility is the key parameter in pricing options...

View details

An agent-based model of financial market efficiency dynamics

Publication Type:Academic Journal

Source(s):Borsa Istanbul Review, Vol 22, Iss 4, Pp 699-710 (2022)

Abstract:We build a parsimonious agent-based model under the adaptive market hypothesis (AMH), which can explain the formation of equilibrium prices and market efficiency dynamics. Our model combines heterogeneous interacting agents, switching behavior, and inv...

View details

banner_970x250 (970x250)

sponsored