Details about Yüksel İltaş

Access statistics for papers by Yüksel İltaş.

Last updated 2022-08-12. Update your information in the RePEc Author Service.

Short-id: plt10

Journal Articles

2020

1. R&D Intensity, Complementary Assets and Firm Value: Time Series Evidence from Turkey
   Istanbul Journal of Economics-Istanbul Iktisat Dergisi, 2020, 70, (1), 47-72
2. The Relationship between Different Types of Risk and Stock Market Index: Causality Tests for Turkey
   Business and Economics Research Journal, 2020, 11, (2), 371-384

2019

3. The Influence of Institutional Quality and Financial Risk on Stock Market Index: An Empirical Study for TurkeyAbstract: This paper aims to analyze the -possible- effects of institutional quality and (financial) risk level on BIST 100, BIST Industrial and BIST Financial Indexes via Carrioni-Silvestre (2009) multiple structural breaks unit root test, Maki (2012) multiple structural breaks co-integration test and Dynamic Ordinary Least Squares (DOLS) methodology. In the research model of the study, institutional structure is proxied by an institutional quality index derived from data related to bureaucratic quality, corruption, democratic accountability, ethnic tension, external conflict, government stability, internal conflict, political risk, law and order, and investment profile obtained from International County Risk Guide (ICRG). High values in institutional quality index represent weak institutional structure while low values represent high institutional structure. The high financial risk ratio represents a strong financial structure. The empirical findings of Maki (2012) test indicate that all indexes except BIST Financial Index and explanatory variables show co-integration relationship in the long term. Long run parameters estimated by DOLS methodology indicate that there exists a long-term negative relationship between institutional quality index and BIST 100 and BIST Industrial Indexes, while a positive relationship between financial risk level and BIST 100 and BIST Industrial Indexes
   Sosyoekonomi Journal, 2019, (27(41))

2017

4. Impact of Working Capital Requirement on Profitability: A Sectoral Analysis
   Business and Economics Research Journal, 2017, 8, (3), 433-452
5. Target P/E ratio determinants in the Turkish Stock Market: Earning volatility effect
   Theoretical and Applied Economics, 2017, XXIV, (4(613), Winter), 65-74 View citations (1)

2016

6. The relationships among the returns of investment instruments: a vector autoregressive approach for Turkey
   Theoretical and Applied Economics, 2016, XXIII, (4(609), Winter), 273-280 View citations (1)

Chapters

2019

1. Assessment of the Crypto Market Efficiency: Empirical Evidence from Unit Root Tests with Different Approximations
   Springer View citations (1)