Oktay Taş
YOU?
Author Swipe
View article: SOCIAL MEDIA SENTIMENT AND ITS EFFECTS ON CRYPTOCURRENCY PRICE VOLATILITY
SOCIAL MEDIA SENTIMENT AND ITS EFFECTS ON CRYPTOCURRENCY PRICE VOLATILITY Open
Purpose- Following its introduction in 2008, cryptocurrencies have attracted great deal of attention from the investors. Cryptocurrency market have grown rapidly in terms of transaction volumes and number of investors involved with the lau…
View article: THE IMPACT OF SUBSIDIES AND INCENTIVES ON FIRMS INNOVATION PERFORMANCE
THE IMPACT OF SUBSIDIES AND INCENTIVES ON FIRMS INNOVATION PERFORMANCE Open
Purpose- The purpose of this study is to investigate the impact of government incentives on firm innovation performance in Turkiye, with the aim of providing an evidence-based framework for evaluating the effectiveness of these policies. B…
View article: TWITTER SENTIMENT ANALYSIS FOR OPTIMAL PORTFOLIO CONSTRUCTION
TWITTER SENTIMENT ANALYSIS FOR OPTIMAL PORTFOLIO CONSTRUCTION Open
Purpose- This research investigates the efficacy of social media sentiment analysis in constructing alpha-generating investment portfolios. Specifically, the study examines whether Twitter-derived sentiment indicators can be leveraged to d…
View article: UNDERPRICING OF IPOS (INITIAL PUBLIC OFFERING) IN BORSA ISTANBUL: THE EFFECT OF COVID-19 PANDEMIC PERIOD
UNDERPRICING OF IPOS (INITIAL PUBLIC OFFERING) IN BORSA ISTANBUL: THE EFFECT OF COVID-19 PANDEMIC PERIOD Open
Purpose- The research investigates the impact of the COVID-19 pandemic on Initial Public Offering (IPO) mispricing in the Turkish IPO market from 2010 to 2022. The study aims to offer valuable insights into the behavior of IPOs during this…
View article: Underpricing of IPOs (Initial Public Offering) in Borsa Istanbul: The effect of Covid-19 Pandemic Period
Underpricing of IPOs (Initial Public Offering) in Borsa Istanbul: The effect of Covid-19 Pandemic Period Open
Purpose- This research has both theoretical and practical implications. The study's findings will provide valuable insights into the impact of the COVID-19 pandemic on IPO mispricing in the Turkish IPO market. The study delves into the beh…
View article: Risk-Oriented Efficiency Assessment within the Level of Capitalization for Financial Institutions: Evidence from Turkish Securities Firms
Risk-Oriented Efficiency Assessment within the Level of Capitalization for Financial Institutions: Evidence from Turkish Securities Firms Open
Securities firms are the leading institutions that facilitate the flow of funds by performing key services both in primary and secondary markets. The assessment of the efficiency of these firms has become a contemporary major issue due to …
View article: Nonfinancial reporting and a study on BIST sustainability index companies
Nonfinancial reporting and a study on BIST sustainability index companies Open
Amaç- Bu çalışmanın amacı, işletmelerin finansal olmayan bilgi paylaşımlarını, sürdürülebilirlik raporları ile incelemektir. Paydaşlar işletmelerin performanslarını değerlendirirken, elde edilmiş olan finansal sonuçların kazanımlarıyla, bu…
View article: Cracking the fault line in stock markets: the case of bonus issue announcements
Cracking the fault line in stock markets: the case of bonus issue announcements Open
Purpose The paper aims to measure the magnitude of the event-induced return anomaly around bonus issue announcement days in Turkey for recent years. Also, by describing the information content of these announcements with the current data, …
View article: Does leverage level matter for return anomaly during rights issue announcements? The case of Islamic countries
Does leverage level matter for return anomaly during rights issue announcements? The case of Islamic countries Open
Purpose This paper aims to measure investors' perception of the rights issue announcement of publicly listed companies in five stock markets of Islamic countries. Then, these firms are grouped according to their debt level to examine wheth…
View article: Determinants of capital structure for firms in an Islamic equity index: comparing developed and developing countries
Determinants of capital structure for firms in an Islamic equity index: comparing developed and developing countries Open
Purpose The paper aims to identify the differences between developed and developing country firms with respect to firm-specific and country-level determinants of their capital structure. For this purpose, all constituent firms in one of th…
View article: The comparative analysis of investor sentiment effect on two major earthquakes and tsunami incidents
The comparative analysis of investor sentiment effect on two major earthquakes and tsunami incidents Open
Purpose-Natural catastrophes such as earthquakes and tsunamis have been a great concern since the beginning of humanity and even before.Apart from the severe property damage they cause, these unforeseen incidents leave thousands of injured…
View article: Key audit matters of independent audit reports and a research on implementations
Key audit matters of independent audit reports and a research on implementations Open
Purpose- Due to the need of increasing transparency aboutthe audit reports, the new standart of audit, ‘Key Audit Matters’ has beendeveloped. In this study, the execution of new standart was examined in 2018 isthe second year of Key Audit …
View article: Testing random walk hypothesis for Istanbul stock exchange
Testing random walk hypothesis for Istanbul stock exchange Open
Purpose- Thisstudy investigates weak form market efficiency of Istanbul Stock Exchange (ISE)via Random Walk Hypothesis (RWH).Methodology- Two random walk tests, Dickey-Fuller and Runs test areused to search for random walk in stock market.…
View article: An application of artificial intelligence on auditing
An application of artificial intelligence on auditing Open
Purpose- The purpose ofthis study is to examine the effects of technological developments inartificial intelligence on auditing. In this study, artificial intelligenceexamples used in independent auditing and the contribution of artificial…
View article: Capital structure of Turkey non-metal mineral products index
Capital structure of Turkey non-metal mineral products index Open
Purpose - This study aims to examine the effect of capital structure on firm specific variables such as stock performance, growth, profitability. The study also aims to investigate relationship between GDP, inflation and capital structure …
View article: The working capital management effect on profitability of energy companies in Turkey, based on different business cycles
The working capital management effect on profitability of energy companies in Turkey, based on different business cycles Open
Purpose - This study aims to investigate the effect of business cycle on the relation between working capital management and corporate performance.Methodology - We examine the relation between working capital and profitability under econom…
View article: The effect of cash flow statement on companies performance: a study of selected in energy sector in Borsa Istanbul
The effect of cash flow statement on companies performance: a study of selected in energy sector in Borsa Istanbul Open
Purpose - Considering the globalized business word requires to use of standard financial report, it is critical to evaluate financial results with different methods. In this study, it was examined that the impact of cash flow statements an…
View article: Investor attention and stock returns: Evidence from Borsa Istanbul
Investor attention and stock returns: Evidence from Borsa Istanbul Open
This paper constructs a novel measure of direct firm specific investor attention using abnormal Google search volume index (ASVI) towards stocks in Turkey. In sample of BIST all shares index stocks over the period April 2013 and September …
View article: Using artificial neural network and a statistical method for the estimation of Euro/Turkish Lira exchange rate
Using artificial neural network and a statistical method for the estimation of Euro/Turkish Lira exchange rate Open
Amaç- Bu çalışmanın amacı Euro/Türk lirası kurunun hareketinin istatistik ve yapay sinir ağları yöntemleri ile tahmin edilmesidir.Yöntem- Çalışmada iki farklı tahmin yöntemi ile Euro/Türk lirası kuru tahmini yapılmıştır. Girdi olarak her i…
View article: The importance of analytical investigation techniques in independent audit
The importance of analytical investigation techniques in independent audit Open
Amaç- Bu çalışmanın amacı, Uluslararası Bağımsız Denetim Standartları’ndan olan BDS 520 Analitik İnceleme Tekniklerinin bağımsız denetim sürecindeki önemini vurgulamaktır.Yöntem- Bağımsız Denetim Standartları ayrıntılı olarak incelenecekti…
View article: A long short term memory application on the Turkish intraday electricity price forecasting
A long short term memory application on the Turkish intraday electricity price forecasting Open
Purpose- This paper aims to forecast the Turkish intraday electricity prices accurately. It will be the first intraday electricity price forecasting work, which uses Long-Short Term Memory (LSTM) application.Methodology- LSTM method is bas…
View article: The effect of ISA 570 going concern on audit reports
The effect of ISA 570 going concern on audit reports Open
Amaç- Bu çalışmada genel olarak, işletmelerde süreklilik varsayımının anlaşılması, işletmelerin sürekliliğe dair açıklamalara bağımsız denetim raporlarında yer verilmesinin işletme yönetimi ile yatırımcı açısından önemini ortaya çıkarmak v…
View article: The Financial Effect of the Electricity Price Forecasts’ Inaccuracy on a Hydro-Based Generation Company
The Financial Effect of the Electricity Price Forecasts’ Inaccuracy on a Hydro-Based Generation Company Open
Electricity price forecasting has a paramount effect on generation companies (GenCos) due to the scheduling of the electricity generation scheme according to electricity price forecasts. Inaccurate electricity price forecasts could cause i…
View article: Electricity Price Forecasting Using Recurrent Neural Networks
Electricity Price Forecasting Using Recurrent Neural Networks Open
Accurate electricity price forecasting has become a substantial requirement since the liberalization of the electricity markets. Due to the challenging nature of electricity prices, which includes high volatility, sharp price spikes and se…
View article: Electricity Price Forecasting Using Recurrent Neural Networks
Electricity Price Forecasting Using Recurrent Neural Networks Open
Accurate electricity price forecasting has become a substantial requirement since the liberalization of the electricity markets. Due to the challenging nature of the electricity prices, which includes high volatility, sharp price spikes an…
View article: Intuitionistic Fuzzy Real-Options Theory and its Application to Solar Energy Investment Projects
Intuitionistic Fuzzy Real-Options Theory and its Application to Solar Energy Investment Projects Open
Conventional methods used in project evaluation have a static nature, which cause decision makers to examine investment projects within a narrow scope. As an alternative, real-options theory allows decision makers to use the concepts of un…
View article: FUZZY REAL OPTION VALUATION MODEL USING TRINOMIAL LATTICE APPROACH AND ITS PROPERTY CONSTRUCTION INVESTMENT APPLICATION
FUZZY REAL OPTION VALUATION MODEL USING TRINOMIAL LATTICE APPROACH AND ITS PROPERTY CONSTRUCTION INVESTMENT APPLICATION Open
Objective-Decision makers usually use conventional methods in appraising investmentprojects. However, nowadays, dynamic valuation models about the future ofinvestments also needs to be included in the decision making process. Thisstudy aim…
View article: SSD Efficiency at Multiple Data Frequencies: Application on the OECD Countries
SSD Efficiency at Multiple Data Frequencies: Application on the OECD Countries Open
The second order stochastic dominance (SSD) has become exceedingly popular in recent years,due to its ability to determine the dominance of one asset over another for all risk-averse investorswithout a strict requirement in asset distribut…
View article: Efficiency and productivity of Turkish securities firms: 2011-2015
Efficiency and productivity of Turkish securities firms: 2011-2015 Open
Employing a Data Envelopment Analysis (DEA) approach,we investigate the technological progress, efficiency, and productivity of theTurkish securities firms between 2010 and 2015. After measuring the performanceof these firms with DEA analy…