Details about Turhan Korkmaz

Access statistics for papers by Turhan Korkmaz.

Last updated 2015-05-01. Update your information in the RePEc Author Service.

Short-id: pko735

Journal Articles

2015

1. Analysis of Factors Affecting Growth of Pension Mutual Funds in Turkey
   International Journal of Economics and Financial Issues, 2015, 5, (2), 427-433
2. The Determination of Preference Ranking of A Group Travel Agencies in Turkey with PROMETHEE Method (Türkiye’deki A Grubu Seyahat Acentalarının Tercih Sıralamasının PROMETHEE Yöntemi ile Belirlenmesi)
   Business and Economics Research Journal, 2015, 6, (2), 141-155

2014

3. Comparison of Value at Risk Calculation Models in Terms of Banks’ Capital Adequacy Ratio
   Business and Economics Research Journal, 2014, 5, (3), 15-41 View citations (1)
4. The Impact of Central Bank Interest Rate Releases on Financial Markets
   Business and Economics Research Journal, 2014, 5, (4), 89-118

2013

5. Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests
   Empirical Economics, 2013, 45, (2), 675-695 View citations (9)
6. SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN
   International Journal of Finance & Economics, 2013, 18, (3), 205-215 View citations (9)
7. The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex
   Journal of BRSA Banking and Financial Markets, 2013, 7, (1), 103-136

2012

8. Business confidence and stock returns in the USA: a time-varying Markov regime-switching model
   Applied Financial Economics, 2012, 22, (4), 299-312 View citations (8)
9. Return and volatility spillovers among CIVETS stock markets
   Emerging Markets Review, 2012, 13, (2), 230-252 View citations (30)

2011

10. COMPARISON OF INVESTMENT STYLE: AN APPLICATION ON SHARE WEIGHTED FUNDS TRADING IN TURKEY
    Anadolu University Journal of Social Sciences, 2011, 11, (1), 1-12
11. The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index
    Business and Economics Research Journal, 2011, 2, (3), 1 View citations (1)

2010

12. Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi
    Ege Academic Review, 2010, 10, (4), 1139-1153

2009

13. VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi
    Iktisat Isletme ve Finans, 2009, 24, (274), 7-32
14. Volatility Spillover Effect from Volatility Implied Index to Emerging Markets
    Journal of BRSA Banking and Financial Markets, 2009, 3, (2), 87-106 View citations (3)
15. İMKB’de işlem gören otomotiv ve otomotiv yan sanayi işletmelerinin sermaye yapısı kararlarını etkileyen faktörler: Panel veri analizi
    Iktisat Isletme ve Finans, 2009, 24, (277), 29-60

2008

16. Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices
    Journal of BRSA Banking and Financial Markets, 2008, 2, (1), 59-84 View citations (1)
17. Portfolio Selection:Application on International Stock Portfolios
    Istanbul Stock Exchange Review, 2008, 10, (40), 65-98

2007

18. Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama
    Iktisat Isletme ve Finans, 2007, 22, (261), 137-154
19. Hisse senetleri İMKB’de işlem gören KOBİ’lerin sermaye yapısının incelenmesi: 1997–2004 dönemi
    Iktisat Isletme ve Finans, 2007, 22, (253), 79-96 View citations (2)