Browsing by Author "Özsoy, Satı Mehmet"
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Bank regulation under fire sale externalities
Kara, G. I.; Özsoy, Satı Mehmet (Oxford University Press, 2020-06)We examine the optimal design of and interaction between capital and liquidity regulations. Banks, not internalizing fire sale externalities, overinvest in risky assets and underinvest in liquid assets in the competitive ... -
Do pension funds provide liquidity: Lessons from em countries
Peksevim, Seda (2017-01)In response to the financial crisis, there has been increased attention on the importance of the long-term investors for financial stability. We contribute to this literature by investigating the role of pension funds on ... -
Do Turkish asset management companies hold overweight positions in their parent companies' securities for the mutual funds under their management?
Yıldız, Ahmet (2019-07-30)Conflict of interest in affiliated mutual funds is widely investigated in the literature. Due to its significant growth in recent years, Turkish mutual fund industry attracts more attention from regulators and investors. ... -
Firm boundaries, incentives, and fund performance: Evidence from a private pension fund system
Gölçen, Umut; Özsoy, Satı Mehmet; Yalçın, Atakan (Elsevier, 2020-06)The private pension fund system in Turkey presents a unique institutional structure where bank holding companies can own both private pension companies and asset management firms. More often than not, pension companies ... -
Geography of stock market correlation
Koçak, Kaan (2018-08)It is important to understand the interactions and interdependencies between stock markets across the world, for theoretical and practical reasons such as for portfolio managers and active investors. In this thesis, we ... -
Global trends in liquidity creation: The role of the off-balance sheet
Akın, Özlem; Özsoy, Satı Mehmet (Peter Lang AG, 2019-03-28)Banks create liquidity by transforming liquid liabilities into illiquid assets and this is one of their main functions. Yet excessive liquidity creation, especially via off-balance sheet activities, might have contributed ... -
Is there a relationship between portfolio diversification of Turkish reits and their operational performances?
İncialan, Ömer (2017-03)Diversification has been a major topic in the academic literature for a very long time. Controversial results have been found by different researchers in different contexts. To investigate the issue for the Turkish real ... -
Three essays on the behavior of equity market returns
Lekpek, Senad (2016-12)The first chapter of this thesis analyzes return comovements phenomena known as correlation asymmetry. The phenomena has its two manifests: asymmetric correlations, referring to stock return correlations being higher during ...
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