Faculty/Program: Accounting and Finance

2019

Akdoğu, Evrim and Avcı, Burcu and Şimşir, Şerif Aziz (2019) Özel sektör borçlanma araçları piyasası. [Working Paper / Technical Report] Sabanci University ID:UNSPECIFIED

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2019) Global downside risk and equity returns. (Accepted/In Press)

Avcı, Süreyya Burcu (2019) A new era in risk management of financial firms. In: Walker, Thomas and Sprung-Much, Northrop and Goubran, Sheriff, (eds.) Environmental Policy: An Economic Perspective. Wiley Blackwell, Canada. (Accepted/In Press)

2018

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür and Günaydın, Ali Doruk (2018) Downside beta and equity returns around the world. Journal of Portfolio Management, 44 (7). pp. 39-54. ISSN 0095-4918 (Print) 2168-8656 (Online)

Bliss, Mark A. and Goodwin, John and Gul, Ferdinand A. and Wong, Anson (2018) The association between cost of debt and Hong Kong politically connected firms. Journal of Contemporary Accounting and Economics, 14 (3). pp. 321-334. ISSN 1815-5669

Goodwin, John and Atılgan, Yiğit and Şimşir, Şerif Aziz and Ahmed, Kamran (2018) Investor reaction to accounting misstatements under IFRS: Australian evidence. (Accepted/In Press)

2017

Aksu, Mine Hatice and Çetin, Ayşe Tansel and Mugan, Can Simga (2017) Value relevance of accounting data in an emerging market: did accounting reforms make a difference? In: Gökten, Soner, (ed.) Accounting and Corporate Reporting - Today and Tomorrow. InTech, London. ISBN 978-953-51-3549-4 (Print) 978-953-51-3550-0 (Online)

2016

Akdoğu, Evrim and Alp, Aysun (2016) Credit risk and governance: evidence from credit default swap spreads. Finance Research Letters, 17 . pp. 211-217. ISSN 1544-6123 (Print) 1544-6131 (Online)

Aksu, Mine Hatice and Espahbodi, Hassan (2016) The impact of IFRS adoption and corporate governance principles on transparency and disclosure: the case of Borsa Istanbul. Emerging Markets Finance and Trade, 52 (4). pp. 1013-1028. ISSN 1540-496X (Print) 1558-0938 (Online)

Atılgan, Yiğit and Demirtaş, K. Özgür (2016) Risk-adjusted performances of world equity indices. Emerging Markets Finance and Trade, 52 (3). pp. 706-721. ISSN 1540-496X (Print) 1558-0938 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2016) Share issuance and equity returns in Borsa Istanbul. International Review of Economics and Finance, 43 . pp. 320-333. ISSN 1059-0560 (Print) 1873-8036 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Günaydın, A. Doruk (2016) Liquidity and equity returns in Borsa Istanbul. Applied Economics, 48 (52). pp. 5075-5092. ISSN 0003-6846 (Print) 1466-4283 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2016) Derivative markets in emerging economies: a survey. International Review of Economics and Finance, 42 . pp. 88-102. ISSN 1059-0560 (Print) 1873-8036 (Online)

2015

Ararat, Melsa and Aksu, Mine Hatice and Tansel Çetin, Ayşe (2015) How board diversity affects firm performance in emerging markets: evidence on channels in controlled firms. Corporate Governance: An International Review (SI), 23 (2). pp. 83-103. ISSN 0964-8410 (Print) 1467-8683 (Online)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, Özgür (2015) Implied volatility spreads and expected market returns. Journal of Business and Economic Statistics, 33 (1). pp. 87-101. ISSN 0735-0015 (Print) 1537-2707 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2015) Macroeconomic factors and equity returns in Borsa Istanbul. İktisat, İşletme ve Finans, 30 (349). pp. 9-30. ISSN 1300-610X (Print) 1308-4658 (Online)

Atılgan, Yiğit and Demirtaş, Özgür and Şimşek, Koray Deniz (2015) Studies of equity returns in emerging markets: a literature review. Emerging Markets Finance and Trade, 51 (4). pp. 757-773. ISSN 1540–496X (Print) 1558-0938 (Online)

Atılgan, Yiğit and Ghosh, Aloke and Yan, Meng and Zhang, Jieying (2015) Cross-listed bonds, information asymmetry and conservatism in credit ratings. Journal of Money, Credit and Banking, 47 (5). pp. 897-929. ISSN 0022-2879 (Print) 1538-4616 (Online)

2014

Agndal, Henrik and Nilsson, Ulf (2014) Controlling inter-organizational relationship transformation. In: Nordic Accounting Conference 2014, Copenhagen, Denmark

Arslan, Hasan Burak and Şimşir, Şerif Aziz (2014) Measuring takeover premiums in cross-border M&As: insights from Turkey. (Accepted/In Press)

Arslan, Hasan Burak and Şimşir, Şerif Aziz (2014) Satın alım öncesi ve sonrası Türk hedef şirketlerinin finansal performansı. (Accepted/In Press)

Atılgan, Yiğit (2014) Volatility spreads and earnings announcement returns. Journal of Banking and Finance, 38 . pp. 205-215. ISSN 0378-4266 (Print) 1872-6372 (Online)

Mulherin, Harold and Şimşir, Şerif Aziz (2014) Measuring deal premiums in takeovers. (Accepted/In Press)

2013

Bali, Turan G. and Atılgan, Yiğit and Demirtaş, Özgür (2013) Investing in hedge funds: a guide to measuring risk and return characteristics. Elsevier, Amsterdam. ISBN 9780124047310 (Print) 9780124051690 (Online)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2013) Reward-to-risk ratios of funds of hedge funds. In: Gregoriou, Greg N., (ed.) Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence. Elsevier, Amsterdam, pp. 275-287. ISBN 978-0-12-401699-6

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2013) The intertemporal relation between tail risk and funds of hedge funds returns. In: Gregoriou, Greg N., (ed.) Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence. Elsevier, Amsterdam, pp. 381-392. ISBN 0124016995 ; 978-0124016996

Atılgan, Yiğit and Demirtaş, K. Özgür (2013) Reward-to-risk ratios in Turkish financial markets (Türkiye finans piyasalarında getiri-risk rasyoları). İktisat, İşletme, Finans, 28 (323). pp. 9-32. ISSN 1300-610X (Print) 1308-4658 (Online)

Atılgan, Yiğit and Demirtaş, Özgür (2013) Downside risk in emerging markets. Emerging Markets Finance and Trade, 49 (3). pp. 65-83. ISSN 1540–496X

Atılgan, Yiğit and Demirtaş, Özgür and Erdoğan, Alper (2013) Share issuance and equity returns in the Istanbul stock exchange. [Working Paper / Technical Report] Sabanci University ID:UNSPECIFIED

Bali, Turan G. and Brown, Stephen J. and Demirtaş, Özgür (2013) Do hedge funds outperform stocks and bonds? Management Science, 59 (8). pp. 1887-1903. ISSN 0025-1909 (Print) 1526-5501 (Online)

Fung, Simon Y. K. and Goodwin, John (2013) Short-term debt maturity, monitoring and accruals-based earnings management. Journal of Contemporary Accounting and Economics, 9 (1). pp. 67-82. ISSN 1815-5669

Goodwin, John A and Wu, Donghui (2013) Is the effect of industry expertise on audit pricing an office-level or a partner-level phenomenon? (Accepted/In Press)

Kim, Woo Chang and Mulvey, John M. and Şimşek, Koray Deniz and Kim, Min Jeong (2013) Longevity risk management for individual investors. In: Gassmann, Horand I. and Ziemba, William T., (eds.) Stochastic Programming: Applications in Finance, Energy, Planning and Logistics. World Scientific Series in Finance; 4 . World Scientific, Singapore, pp. 9-41. ISBN 978-981-4407-50-2 (Print) 978-981-4407-52-6 (Online)

2012

Alp, Aysun (2012) Structural shifts in credit rating standards. (Accepted/In Press)

Atılgan, Yiğit and Demirtaş, K. Özgür (2012) Risk-adjusted performances of world equity indices. [Working Paper / Technical Report] Sabanci University ID:10.5900/SU_SOM_WP.2012.19397

Çetin, Ayşe Tansel and Aksu, Mine Hatice and Özer, Gökhan (2012) Technology investments, performance and the effects of size and region in Turkish hospitals. Service Industries Journal, 32 (5). pp. 747-771. ISSN 0264-2069

Demirtaş, Özgür and Cornaggia, Kimberly Rodgers (2012) Initial credit ratings and earnings management. (Accepted/In Press)

Ertek, Gürdal and Kaya, Murat and Kefeli, Cemre and Onur, Özge and Uzer, Kerem (2012) Scoring and predicting risk preferences. In: Cao, Longbing and Yu, Philip S., (eds.) Behavior Computing: Modeling, Analysis, Mining and Decision. Springer, Berlin, pp. 143-163. ISBN 978-1-4471-2968-4 (Print) 978-1-4471-2969-1 (Online)

Kumra, Rajeev and Agndal, Henrik and Nilsson , Ulf (2012) Open book practices in buyer-supplier relationships in India. Journal of Business and Industrial Marketing, 27 (3). pp. 196-210. ISSN 0885-8624

Şimşek, Koray Deniz (2012) Introduction to stochastic programming and its applications to finance. In: Fabozzi, Frank J., (ed.) Encyclopedia of Financial Models. Wiley, Hoboken, NJ, pp. 123-135. ISBN 9781118006733 ; 1118006739

2011

Mulvey, John M. and Bauerfeind, Thomas and Şimşek, Koray Deniz and Vural, Mehmet T. (2011) Performance enhancements for defined benefit pension plans. In: Bertocchi, Marida and Consigli, Giorgio and Dempster, Michael A.H., (eds.) Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies. International Series in Operations Research & Management Science, 163 (Part 1). Springer, New York, pp. 43-71.

2010

Agndal, Henrik and Nilsson, Ulf (2010) Different open book accounting practices for different purchasing strategies. Management Accounting Research, 21 (3). pp. 147-166. ISSN 1044-5005

Ararat, Melsa and Aksu, Mine Hatice and Çetin, Ayşe Tansel (2010) The impact of board diversity on boards' monitoring intensity and firm performance: evidence from the Istanbul stock exchange. In: 17th Annual Conference of the Multinational Finance Society, Barcelona, Spain

Dhiensiri, Nont and Sayrak, Akın (2010) The value impact of analyst coverage. Review of Accounting and Finance, 9 (3). pp. 306-331. ISSN 1475-7702

Haksöz, Çağrı and Şimşek, Koray Deniz (2010) Modeling breach of contract risk through bundled options. The Journal of Operational Risk, 5 (3). pp. 3-20. ISSN 1744-6740

Haksöz, Çağrı and Şimşek, Koray Deniz (2010) Pricing bundled options in supply chain contracts. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2010/0002

Şimşek, Koray Deniz (2010) "Türk usulü" portföy sigortası: anapara koruma amaçlı yatırım fonları (Portfolio insurance "alla Turca": capital-protected mutual funds). In: 14. Ulusal Finans Sempozyumu, Konya

2009

Agndal, Henrik and Nilsson, Ulf (2009) Interorganizational cost management in the exchange process. Management Accounting Research, 20 (2). pp. 85-101. ISSN 1044-5005

Ronn, Ehud I. and Sayrak, Akın and Tompaidis, Stathis (2009) The impact of large changes in asset prices on intra-market correlations in the domestic and international markets. Financial Review, 44 (3). pp. 405-436. ISSN 0732-8516 (print) 1540-6288 (online)

2008

Agndal, Henrik and Nilsson, Ulf (2008) Supply chain decision making supported by an Open books policy. International Journal of Production Economics, 116 (1). pp. 154-167. ISSN 0925-5273

Ax, Christian and Greve, Jan and Nilsson, Ulf (2008) The impact of competition and uncertainty on the adoption of target costing. International Journal of Production Economics, 115 (1). pp. 92-103. ISSN 0925-5273

Goltz, Felix and Martellini, Lionel and Şimşek, Koray Deniz (2008) Optimal static allocation decisions in the presence of portfolio insurance. Journal of Investment Management , 6 (2). ISSN 0095-4918

Mulvey, John M. and Şimşek, Koray Deniz and Zhang, Zhuojuan and Fabozzi, Frank J. and Pauling, William R. (2008) Assisting defined-benefit pension plans. Operations Research, 56 (5). pp. 1066-1078. ISSN 0030-364X

Şimşek, Koray Deniz (2008) Introduction to stochastic programming and its applications to finance. In: Fabozzi, Frank J., (ed.) Handbook of Finance: Valuation, Financial Modeling, and Quantitative Tools, Volume III. Wiley, Hoboken, NJ, USA, pp. 775-783. ISBN 978-0-470-04256-4

2007

Agndal, Henrik and Nilsson, Ulf (2007) Activity-based costing: effects of long-term buyer-supplier relationships. Qualitative Research in Accounting and Management, 4 (3). pp. 222-245. ISSN 1176-6093

2006

Agndal, Henrik and Nilsson, Ulf (2006) Generation of human and structural capital: lessons from knowledge management. Electronic Journal of Knowledge Management, 4 (2). pp. 91-99. ISSN 1479-4411

Aksu, Mine Hatice and Kösedağ, Arman (2006) Transparency and disclosure scores and their determinants in the Istanbul Stock Exchange. Corporate Governance: An International Review, 14 (4). pp. 277-296. ISSN 0964-8410

de Kervenoael, Ronan and Nilsson, Ulf (2006) Faces of pricing and profit planning at the doorstep of the EU: government pricing policy in the innovative pharmaceutical sector in Turkey. Journal of Global Business Management, 2 (2). ISSN 1817-3179