Borsa Istanbul Review

2013 - 2019

From Research and Business Development Department, Borsa Istanbul
Contact information at EDIRC.
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Volume 19, issue Supplement 1, 2019

A survey on Islamic Finance and accounting standards pp. 1-13

M. Kabir Hassan, Sirajo Aliyu, Makeen Huda and Mamunur Rashid

Size, correlations, and diversification: New evidence from an application of wavelet approach to the emerging Islamic mutual fund industry pp. 14-20

Alaa Alaabed, Mohammad Ashraful Chowdhury and Abul Masih

The contracts, structures and pricing mechanisms of sukuk: A critical assessment pp. 21-33

Siti Sarah Razak, Buerhan Saiti and Yusuf Dinç

Does competition make banks riskier in dual banking system? pp. 34-43

Nafis Alam, Baharom Abdul Hamid and Dyi Ting Tan

Does credit rating revision affect the price of a special class of common stock? pp. 44-55

Angeline Ng and Mohamed Ariff

Decoupling hypothesis of Islamic stocks: Evidence from copula CoVaR approach pp. 56-63

Muhammad Usman, Muhammad Ali Qamar Jibran, Rafi Amir-ud-Din and Waheed Akhter

Transparency and bank risk-taking in GCC Islamic banking pp. 64-74

Samir Srairi

Volume 19, issue 2, 2019

How information technologies shape investor sentiment: A web-based investor sentiment index pp. 95-105

Juan Jose García Petit, Esther Vaquero Lafuente and Antonio Ru´a Vieites

Investor attention and stock returns: Evidence from Borsa Istanbul pp. 106-116

Selin Duz Tan and Oktay Tas

Examining the dynamics of illiquidity risks within the phases of the business cycle pp. 117-131

François-Éric Racicot, William F. Rentz, Alfred Kahl and Olivier Mesly

Risk, return and portfolio optimization for various industries in the ASEAN region pp. 132-138

Duc Hong Vo, Thach Pham, Trung Thanh Vu Pham, Loc Minh Truong and Thang Nguyen

Capital, funding liquidity, and bank lending in emerging economies: An application of the LSDVC approach pp. 139-148

A.M. Dahir, F. Mahat, N.H.A. Razak and A.N. Bany-Ariffin

Are ETFs good vehicles for diversification? New evidence for critical investment periods pp. 149-457

Maria Elisabete Duarte Neves, Carla Manuela Fernandes and Pedro Coimbra Martins

An analysis through credit default swap, asset swap and zero-volatility spreads: Coup attempt and Bist 100 volatility pp. 158-170

Samet Gunay

Factors affecting leverage during a financial crisis: Evidence from Turkey pp. 171-185

Johnny Jermias and Fatih Yigit

How director remuneration impacts firm performance: An empirical analysis of executive director remuneration in Pakistan pp. 186-196

Ejaz Aslam, Razali Haron and Muhammad Naveed Tahir

Volume 19, issue 1, 2019

The nexus of anomalies-stock returns-asset pricing models: The international evidence pp. 1-14

Rahul Roy and Santhakumar Shijin

Dynamics of the impact of currency fluctuations on stock markets in India: Assessing the pricing of exchange rate risks pp. 15-23

Smita Mahapatra and Saumitra Bhaduri

Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet pp. 24-38

Walid Mensi

Does the interest tax shield align with maqasid al Shariah in finance? pp. 39-48

Qamar Uz Zaman, M. Kabir Hassan, Waheed Akhter and Jennifer Brodmann

Ramifications of varying banking regulations on performance of Islamic Banks pp. 49-64

Nafis Alam, Sara Sophia Binti Zainuddin and Syed Aun R. Rizvi

Macroprudential policy and tools in a dual banking system: Insights from the literature pp. 65-76

Muhamed Zulkhibri

The balance between fiscal consolidation and non-oil growth: The case of the UAE pp. 77-93

Assil EL. Mahmah and Magda Elsayed Kandil

Volume 18, issue 4, 2018

Testing postmodern portfolio theory based on global and local single factor market model: Borsa Istanbul case pp. 259-268

Mehmet Emin Yildiz and Yaman O. Erzurumlu

Demystifying small and medium enterprises’ (SMEs) performance in emerging and developing economies pp. 269-281

Ndeye Ndiaye, Lutfi Abdul Razak, Ruslan Nagayev and Adam Ng

Investor characteristics and the effect of disposition bias on the Tunisian stock market pp. 282-299

Ahmed Bouteska and Boutheina Regaieg

Causality and contagion in emerging stock markets pp. 300-311

Emna Abdennadher and Slaheddine Hellara

Dynamic model for hedging of the European stock sector with credit default swaps and EURO STOXX 50 volatility index futures pp. 312-328

Rania Zghal, Ahmed Ghorbel and Mohamed Triki

Impact of digital finance on financial inclusion and stability pp. 329-340

Peterson K. Ozili

Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis pp. 341-348

Afees Salisu and Taofeek Ayinde

Competition, diversification, and bank margins: Evidence from Indonesian Islamic rural banks pp. 349-358

Irwan Trinugroho, Tastaftiyan Risfandy and Mochammad Doddy Ariefianto

Volume 18, issue 3, 2018

The role of active management and asset allocation policy on government and corporate bond fund returns pp. 167-175

Ofer Arbaa and Eva Varon

Liquidity flows, drawdowns and trading networks in order driven markets: An application to Borsa Istanbul pp. 176-190

Çaðrý Levent Uslu and Burak Evren

Does reputation matter in the dividend smoothing policy of emerging market firms? Empirical evidence from India pp. 191-204

Karim Syed, Fauzi Bin Zainir and Mansor Isa

A six-factor asset pricing model pp. 205-217

Rahul Roy and Santhakumar Shijin

Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis pp. 218-230

Rubaiyat Ahsan Bhuiyan, Maya Puspa Rahman, Buerhan Saiti and Gairuzazmi Mat Ghani

The effect of Islamic banks on GDP growth: Some evidence from selected MENA countries pp. 231-247

Jamel Boukhatem and Fatma Ben Moussa

An analysis of constructing global financial inclusion indices pp. 248-258

Recep Yorulmaz

Volume 18, issue 2, 2018

Investment strategies with rebalancing: How could they serve Sukuk secondary market? pp. 91-100

Rida Ahroum, Othmane Touri, Fatima-Zahra Sabiq and Boujemâa Achchab

Regime-dependent relation between Islamic and conventional financial markets pp. 114-121

Emrah Çevik and Mehmet Buğan

Determinants of banking sector development: Evidence from Sub-Saharan African countries pp. 122-129

Olufemi A. Aluko and Michael Adebayo Ajayi

Mind the gap: Turkish case study of policy change in private pension schemes pp. 140-149

Hasan Ertugrul, Pinar Gebesoglu and Burak Atasoy

Adequacy of audit committees: A study of deposit banks in Turkey pp. 150-165

Mustafa Kartal, Cemal Ýbis and Ozgür Çatikkas

Volume 18, issue 1, 2018

Dissecting anomalies and dynamic human capital: The global evidence pp. 1-32

Rahul Roy and Santhakumar Shijin

Dilemma of deposit insurance policy in ASEAN countries: Does it promote banking industry stability or moral hazard? pp. 33-40

Suhal Kusairi, Nur Azura Sanusi and Abdul Ghafar Ismail

Impact of international and local conditions on sovereign bond spreads: International evidence pp. 41-51

Selma Izadi and M. Kabir Hassan

Does central banking promote financial development? pp. 52-75

Oueslati Tayssir and Ouerghi Feryel

Are extreme negative returns priced in the Indian stock market? pp. 76-90

Tariq Aziz and Valeed Ahmad Ansari

Volume 17, issue 4, 2017

Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey pp. 199-215

Yener Cos‚kun, A. Sevtap Selcuk-Kestel and Bilgi Yilmaz

Market reaction to grouping equities in stock markets: An empirical analysis on Borsa Istanbul pp. 216-227

Yilmaz Yildiz, Mehmet Baha Karan and Burak Pirgaip

Tail dependence between oil and stocks of major oil-exporting countries using the CoVaR approach pp. 228-237

Nader Trabelsi

The effects of liquidity risk and credit risk on bank stability: Evidence from the MENA region pp. 238-248

Ameni Ghenimi, Hasna Chaibi and Mohamed Ali Brahim Omri

The term structure of interest rates and macroeconomic factors: Evidence from Indian financial market pp. 249-256

K. Hassan Shareef and Santhakumar Shijin

Volume 17, issue 3, 2017

The financial determinants of corporate cash holdings in an oil rich country: Evidence from Kingdom of Saudi Arabia pp. 133-143

Muncef Guizani

Bank loan loss provisions research: A review pp. 144-163

Peterson K. Ozili and Erick Outa

Investment characteristics, stock characteristics and portfolio diversification of finance professionals pp. 164-177

Mohammad Tariqul Islam Khan, Siow-Hooi Tan, Lee-Lee Chong and Hway-Boon Ong

The winner-loser effect in the Tunisian stock market: A multidimensional risk-based explanation pp. 178-189

Ramzi Boussaidi

Intellectual capital and financial performance: A study of the Turkish Banking Sector pp. 190-198

Nasif Ozkan, Sinan Cakan and Murad Kayacan

Volume 17, issue 2, 2017

Does intense monitoring matter? A quantile regression approach pp. 75-85

Fekri Shawtari, Buerhan Saiti, Muslim Har Sani Mohamad and Hafiz Majdi Abdul Rashid

Determinants of bank efficiency in Turkey: Participation banks versus conventional banks pp. 86-96

Tugba Eyceyurt Batir, David A. Volkman and Bener Gungor

Heuristics and stock buying decision: Evidence from Malaysian and Pakistani stock markets pp. 97-110

Habib Hussain Khan, Iram Naz, Fiza Qureshi and Abdul Ghafoor

Is the free cash flow hypothesis valid in Turkey? pp. 111-116

Eyup Kadioglu and Ender Aykut Yilmaz

Testing for causality among globalization, institution and financial development: Further evidence from three economic blocs pp. 117-132

Ibrahim Muhammad Muye and Ibrahim Yusuf Muye

Volume 17, issue 1, 2017

Does credit default swap spread affect the value of the Turkish LIRA against the U.S. dollar? pp. 1-9

M. Kabir Hassan, Selim Kayhan and Tayfur Bayatb

Effects of mergers on corporate performance: An empirical evaluation using OLS and the empirical Bayesian methods pp. 10-24

Abdul Rashid and Nazia Naeem

Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach pp. 25-48

Dahiru A. Balaa and Taro Takimotob

Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices pp. 49-61

Sew Lai Ng, Cheong Chin and Lee Lee Chong

The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching pp. 62-74

Slah Bahloul, Mourad Mroua and Nader Naifar