Gümüş, Nihat

Profil fotoğrafı
 E-posta Adresi
nihat.gumus@ihu.edu.tr
ORCID Profili
0000-0002-1244-6734
WoS Profili
FBC-9528-2022
Scopus Profili
57201385040
YÖK Araştırmacı Profili
04047B0C2E8AB2F2
Google Akademik Profili
tr&user=liEjGQcAAAAJ
SOBİAD Profili
179146
Web Sitesi
akademik.ihu.edu.tr/tr/nihat-gumus

Araştırma projeleri

Organizasyon Birimleri

Organizasyon Birimi Logosu
Organizasyon Birimi
Yönetim Bilimleri Fakültesi, İşletme Bölümü
Küresel rekabete ayak uydurmak ve sürdürülebilir olmak isteyen tüm şirketler ve kurumlar, değişimi doğru bir şekilde yönetmek, teknolojinin gerekli kıldığı zihinsel ve operasyonel dönüşümü kurumlarına hızlı bir şekilde adapte etmek zorundadırlar.

Adı Soyadı

Nihat Gümüş

İlgi Alanları

İslami Finans, Kurumsal Finans, Bankacılık, Sermaye Piyasaları, Sürdürülebilir Kalkınma Hedefleri

Kurumdaki Durumu

Aktif Personel

Filtreler

2021 - 20242
Filtreleri Sıfırla

Ayarlar

Bölüm: İHÜ, Yönetim Bilimleri Fakültesi, İşletme Bölümü × Erişim Hakkı: info:eu-repo/semantics/openAccess ×

Arama Sonuçları

Listeleniyor 1 - 2 / 2
  • Küçük Resim
    Yayın
    Do stock splits matter for returns, volatility, and liquidity? New evidence from Borsa Istanbul
    (SSBFNET, 2021) Gümüş, Nihat; Gümüş, Nihat; Gümüş, Nihat; Gümüş Çağlayan, Ayşe; Yönetim Bilimleri Fakültesi, İşletme Bölümü; Yönetim Bilimleri Fakültesi, İşletme Bölümü
    The purpose of this study is to investigate the impact of stock splits on the return, riskiness, and liquidity of stocks. Utilizing a sample of 94 stock splits taken place between 2010 and 2019 at Borsa Istanbul, the study analyzes the daily abnormal returns, change in volatility, and changes in volume around the stock split announcement and execution dates. The results display significant positive abnormal returns around the announcement date but not significant abnormal returns around the execution. The volatility and liquidity of stocks increase significantly around both announcement and execution dates. The findings are in line with the positive signaling, and liquidity hypotheses of stock split and with most of the observations reported in the empirical literature. The new evidence provided points out the lack of semi-strong form of market efficiency at Borsa Istanbul as far as the stock splits are considered.
  • Küçük Resim
    Yayın
    Unveiling the dynamics: Exploring the relationship between emerging stock market prices and macroeconomic indicators through ARDL analysis
    (Econometric Research Association (ERA), 2024) Gümüş, Nihat; Baba, Murtala Mustapha; Yönetim Bilimleri Fakültesi, İşletme Bölümü
    Using a panel ARDL model, this study examines the relationship between stock prices and prices in other marketplaces. Examining data for 19 emerging market nations from January 2004 to December 2022, the study investigates how gold prices, interest rates, exchange rates, and inflation affect stock prices. With the exception of gold, the data show a persistently negative association between the variables in the long run. Short-term impacts are negligible overall, with the exception of gold's drawbacks. The 2008 global financial crisis had a short- and long-term negative impact on emerging market stock markets. The COVID-19 epidemic first caused stock market returns to decline, but eventually these effects reverse. In order to promote long-term growth in stock markets, this study emphasizes the significance of prudent fiscal policies meant to lessen government domination in financial markets and solid monetary policies centered on price stability.