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Now showing items 11-14 of 14
Product market competition and the value of diversification
(Elsevier, 2023-12)
I examine how industry concentration affects the value of diversification. I find that con- glomerates that operate mainly in concentrated industries (concentrated conglomerates) have higher diversification values. Using ...
Price of regulations: Regulatory costs and the cross-section of stock returns
(Oxford University Press, 2024-01)
Regulations introduce significant fixed costs and add to operating leverage. Fixed regulatory costs that contribute to operating leverage should generate a risk premium. To explore whether such a premium exists, we introduce ...
Big data–enabled sign prediction for Borsa Istanbul intraday equity prices
(Elsevier, 2023-12)
This paper employs a big data source, the Borsa Istanbul's “data analytics” information, to predict 5-min up, down, and steady signs drawn from closing price changes. Seven machine learning algorithms are compared with ...
On the numerical schemes for Langevin-type equations
(Karaganda University, 2020)
In this paper, a numerical approach is proposed based on the variation-of-constants formula for the numerical discretization Langevin-type equations. Linear and non-linear cases are treated separately. The proofs of ...
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