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

2018 - 201912020 - 20211
Filtreleri Sıfırla

Ayarlar

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 Çağlayan, Ayşe; Gümüş, Nihat; 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
    How profitability differs between conventional and Islamic banks: A dynamic panel data approach
    (Elsevier, 2018) Gümüş, Nihat; Yanıkkaya, Halit; Pabuççu, Yaşar Uğur; Gümüş, Nihat; Yönetim Bilimleri Fakültesi, İşletme Bölümü
    This paper analyzes and compares the dynamics for the profitability of conventional banks and Islamic banks in the Organization of Islamic Cooperation countries and the United Kingdom between 2007 and 2013 using a sample of 74 Islamic and 354 conventional commercial banks. “Net interest margin” and “return on asset” are employed as variables representing the profitability and several new explanatory variables are introduced such as, the usage of self-service banking channels, penetration of financial services, crude oil/agriculture price indexes and asset ratio of non-Murabahah assets of Islamic Banking. Dynamic panel data estimates indicate that almost all explanatory variables of profitability for conventional and Islamic banks are different implying that profitability of Islamic banks relies on the different dynamics than that of conventional ones. Both profitability measures are not persistent over time and neither of them has significant relationship with the country specific macroeconomic variables. Estimation results imply the importance of new product and alternative channel development in enhancing the profitability of Islamic banks. Moreover, our analysis shows that the usage of products which promotes more risk sharing as compared to the products based on Murabahah structure can contribute to the performance of Islamic banks.