Search Results - "Gulnur Muradoglu, Yaz"

Enhancing momentum investment strategy using leverage by Forner, Carlos, Muradoglu, Yaz Gülnur, Sivaprasad, Sheeja

“…Previous studies examine investment strategies based on leverage and momentum; none investigates both variables jointly as an investment strategy. This paper…”
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Using Firm-Level Leverage as an Investment Strategy by Muradoğlu, Yaz Gűlnur, Sivaprasad, Sheeja

“…ABSTRACT We use an investment strategy based on firm‐level capital structures. Investing in low‐leverage firms yields abnormal returns of 4.43% per annum. If…”
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Herding in foreign direct investment by Levis, Mario, Muradoğlu, Yaz Gulnur, Vasileva, Kristina

“…This paper, to our knowledge, is the first to examine herding in foreign direct investment (FDI). We investigate it from two perspectives, first the number of…”
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What can behavioural finance teach us about finance? by DeBondt, Werner, Forbes, William, Hamalainen, Paul, Gulnur Muradoglu, Yaz

“…Purpose - The paper draws on the key themes raised at a Round Table discussion on behavioural finance attended by academics and practitioners. The paper…”
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The effect of leverage mimicking portfolios in explaining stock returns variations by Gulnur Muradoglu, Yaz, Sivaprasad, Sheeja

“…Purpose - The purpose of this paper is to explore the effect of leverage mimicking factor portfolios in explaining stock return variations. This paper broadens…”
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Personal routes into behavioural finance by Hudson, Robert, Muradoglu, Yaz Gulnur

“…PurposeThe paper aims to provide the individual routes of the authors into behavioural finance in order to introduce the special…”
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The banking and financial crisis in the UK: what is real and what is behavioural? by Gulnur Muradoglu, Yaz

“…Purpose - The purpose of this paper is to reflect on the recent banking and financial crisis in the UK. It discusses the triggers of the crisis from a UK…”
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Estimating analyst's forecast accuracy using behavioural measures (Herding) in the United Kingdom by Salamouris, Ioannis S, Gulnur Muradoglu, Yaz

“…Purpose - The purpose of this paper is to identify herding behaviour on financial markets and measure the herding behaviour impact on the accuracy of analysts'…”
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Home bias persistence in foreign direct investments by Levis, Mario, Muradoǧlu, Yaz Gülnur, Vasileva, Kristina

“…The purpose of this paper is to analyse the issues related to home bias and foreign direct investments (FDIs). We study the role of physical, cultural, and…”
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A Behavioral Approach To Efficient Portfolio Formation by Gulnur Muradoglu, Yaz, Altay-Salih, Aslihan, Mercan, Muhammet

“…This paper investigates the portfolio performance of subjective forecasts given in different forms. In constructing the efficient frontier, we base the…”
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Worldwide impact of IMF policies during the Asian crisis: who does the IMF help, creditors or crisis countries? by Kutan, Ali M., Muradoğlu, Yaz Gülnür, Yu, Zhong

“…This paper examines the effects of International Monetary Fund (IMF) policy announcements on financial markets worldwide. We investigate reactions from stock,…”
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Behavioural perspectives on the crisis by Forbes, William, Hamalainen, Paul, Gulnur Muradoglu, Yaz

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Capital structure and abnormal returns by Muradoğlu, Yaz Gülnur, Sivaprasad, Sheeja

“…► Following Proposition 2 of Modigliani and Miller's capital structure theorem, this paper examines the relation between gearing and its effect on stock…”
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The impact of the Russian-Ukrainian war on global financial markets by Izzeldin, Marwan, Muradoğlu, Yaz Gülnur, Pappas, Vasileios, Petropoulou, Athina, Sivaprasad, Sheeja

“…On February 24, 2022, Russia invaded the Ukraine. In this paper, we analyze the response of European and global stock markets alongside a representative sample…”
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The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model by Izzeldin, Marwan, Muradoğlu, Yaz Gülnur, Pappas, Vasileios, Sivaprasad, Sheeja

“…We investigate the impact of Covid-19 on stock markets across G7 countries and their business sectors. We highlight the synchronicity and severity of this…”
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European integration and corporate financing by Muradoğlu, Yaz Gülnur, Onay, Ceylan, Phylaktis, Kate

“…This paper explores the importance of supply of capital for corporate financing. To identify this relation, we examine the impact of two exogenous events,…”
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Foreign Debt Usage in Non-Financial Firms: a Horse Race between Operating and Accounting Exposure Hedging by Aabo, Tom, Hansen, Marianna Andryeyeva, Muradoglu, Yaz Gulnur

“…Previous studies show that foreign exchange exposure from international sales can be hedged by foreign debt. We go beyond the foreign sales measure by using a…”
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Do international institutions affect financial markets?: evidence from the Greek Sovereign Debt Crisis by Gogstad, Marianne, Kutan, Ali M., Muradoglu, Yaz Gulnur

“…This paper investigates the effects of the policy announcements from the International Monetary Fund, and European Union (EU) offices including the European…”
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Global momentum: The optimal trading approach by Wouassom, Alain, Muradoğlu, Yaz Gülnur, Tsitsianis, Nicholas

“…We investigate momentum strategies in international equity markets. International investors that switch back and forth from one country to the other based on…”
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Foreign Debt Usage in Non‐ F inancial Firms: a Horse Race between Operating and Accounting Exposure Hedging by Aabo, Tom, Hansen, Marianna Andryeyeva, Muradoglu, Yaz Gulnur

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