WoS İndeksli Yayınlar Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12469/4465

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Now showing 1 - 4 of 4

Citation - WoS: 1
The Behaviour of the Istanbul Stock Exchange Market: an Intraday Volatility/Return Analysis Approach
(Academic Journals, 2011) Ulusoy, Veysel; Eken, Mehmet Hasan; Çankaya, Serkan
This study investigates intraday effects in the Istanbul Stock Exchange (ISE) during the latest period of financial turmoil which began in August 2007 and extended to February 2010. We tested for the possible existence of intraday anomalies using both return and volatility equations empirically applying GARCH (pq) models. The unique data set we utilized was compiled from 15-min intraday values of the ISE-100 Index which are formed by averaging historical ten-second tick data. This study contributes to the current literature in three distinct ways. Firstly the basic characteristics of the unique data used in this research were investigated in detail. Secondly four range-based volatility measures namely Garman Klass (GK) Yang-Zhang (YZ) Rogers-Satchell (RS) and Parkinson (PK) were employed to take more precise measurements of volatility for intraday data analysis in order to identify the changes in general market sentiment using opening closing high and low prices. Thirdly we estimated the relative efficiency of GK YZ RS and PK by applying GARCH (p q) models. The results are quite promising indicating that strong opening price jumps are present for daily and morning calculations. They illustrate that the YZ estimator has relatively more power in generating tolerable volatility patterns.
Citation - WoS: 1
Effects of Gender on Credit Card Usage Among University Students in Turkey
(Academic Journals, 2011) Ucal, Meltem Şengün; O'Neil, Mary Lou; Cankaya, Serkan
In recent years much has been written about credit card usage among university students. Despite a vast number of studies little has been written about credit card usage among university students in developing countries. This research surveyed university students in Turkey in an attempt to understand their uses of credit cards. In particular we examined the impact of gender on credit card use. The literature on the impact of gender on credit card usage is a bit unsettled and this study seeks to add another dimension to the research in this area. Using both parametric and nonparametric measures we sought to isolate gender and tested whether or not it affects the ways that young people in Turkey use credit cards. The importance of this research centers on the portrait it provides of credit card usage among young people in a developing country as well as to pointing the factors that may influence future credit card use.
Citation - WoS: 1
Electronic Government Services in Europe: Strategies Projects and Applications
(Academic Journals, 2011) Oberer, Birgit; Erkollar, Alptekin
In Europe national electronic government incentives have made a significant contribution to the modernization of administration and its processes as well as its customer oriented services. In this study European strategies and projects for electronic government as well as their implementation plans were analyzed followed by an examination of the electronic services offered by the national governmental authorities in Austria European pioneers in electronic government the United Kingdom the electronic government leader in Europe 2010 and Spain as a Southern European electronic government representative. The results revealed that Europe has developed hybrid electronic government strategies for the whole community and has launched projects in that field in which member countries have to participate in order to offer electronic government services at a high level and in a competitive international environment. On a whole offering a single gateway to governmental information and transactions generally offers higher attractiveness for conducting nationwide business and all incentives for electronic government focus on developing good practices in the area of efficient and effective electronic government. Nevertheless strategies are transformed and implemented in different ways and the intensity in the member countries and a union-wide electronic government is still in its infancy.
Citation - WoS: 14
Measuring Bank Branch Performance Using Data Envelopment Analysis (dea): the Case of Turkish Bank Branches
(Academic Journals, 2011) Eken, Mehmet Hasan; Kale, Süleyman
The aim of this study is to develop a performance model for measuring the relative efficiency and potential improvement capabilities of bank branches by identifying their strengths and weaknesses. Another purpose is to investigate the production and profitability aspects of branches. Under both production and profitability approaches efficiency characteristics of branches which are grouped according to different sizes and regions have similar tendencies. In both analyses it is apparent that branch size and scale efficiency are related to each other. As branch size increases scale efficiency increases too and after the most productive scale size however as size increases efficiency decreases. Too small and too large branches need special attention. Putting production and profit efficiency scores on two scales reveals the performing characteristics of branches. Each region needs different handling. Branches with low production-low profit efficiency should be evolved towards high production-high profit efficiency region.

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