İşletme Bölümü

Permanent URI for this communityhttps://hdl.handle.net/20.500.12416/24

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Citation - WoS: 1
Local Actors' Actions in Turkish Cinema During the 1990s: a Political Economy Perspective
(Routledge Journals, Taylor & Francis Ltd, 2019) Kalemci, R. Arzu
This study analyzes changes in Turkish cinema in the 1990s. During this time, Turkish cinema was exposed to changes resulting from globalization and the foreign domination of cinema that came along with it. More recently, Turkish cinema has seen noticeable growth. By adopting a political economy perspective, this study investigates how the local actors of Turkish cinema, which were on the defensive, were able to overcome significant challenges.
Citation - WoS: 2
Citation - Scopus: 3
The Role and Current Status of Ifrs in the Completion of National Accounting Rules - Evidence From Turkey
(Routledge Journals, Taylor & Francis Ltd, 2017) Ozturk, Can
As it is not a member of the European Union, Turkey has not yet adopted EU accounting directives by law. Instead, Turkish standard setting authority adopted International Financial Reporting Standards for entities that have public accountability and has recently prepared the draft Turkish financial reporting standard for non-publicly accountable entities that are subject to independent audit: Framework for Local Financial Reporting. This national standard is influenced by European accounting directive 2013/34, international financial reporting practices and UK experience in addition to national accounting rules.
Citation - WoS: 9
Citation - Scopus: 15
Stock Returns and Volatility: Empirical Evidence From Fourteen Countries
(Routledge Journals, Taylor & Francis Ltd, 2005) Balaban, E; Bayar, A
This is a pioneering effort to test in 14 countries the relationship between stock market returns and their forecast volatility derived from the symmetric and asymmetric conditional heteroscedasticity models. Both weekly and monthly returns and their volatility are investigated. An out-of-sample testing methodology is employed using volatility forecasts instead of investigating the relation between stock returns and their in-sample volatility estimates. Expected volatility is derived from the ARCH(p), GARCH(1, 1), GJR-GARCH(1, 1) and EGARCH(1, 1) forecast models. Expected volatility is found to have a significant negative or positive effect on country returns in a few cases. Unexpected volatility has a negative effect on weekly stock returns in six to seven countries and on monthly returns in nine to eleven countries depending on the volatility forecasting model. However, it has a positive effect on weekly and monthly returns in none of the countries investigated. It is concluded that the return variance may not be an appropriate measure of risk.

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