Nildağ Başak Ceylan

Biographic Data

ID6486533
NAMENildağ Başak Ceylan
GIVEN NAMESNildağ Başak
FAMILY NAMECeylan
SIGNATURECEYLAN N B
AFFILIATIONSAnkara Yıldırım Beyazıt University
ORCID0000-0003-3128-8863
VERIFIEDYes
TOTAL WORKS6
TOTAL CITATIONS2
WORKS AS AUTHOR6
WORKS AS EDITOR0
FIRST PUBLICATION YEAR2006
LATEST PUBLICATION YEAR2015
H-INDEX1

  • Three-factor asset pricing model and portfolio holdings of foreign investors

    Open AccessNildağ Başak Ceylan, Burak Doğan et al.ARTICLEEconomic Research-Ekonomska…2015

    This article contributes to the asset pricing literature by offering an alternative \nmissing factor: the excess holdings of foreign investors. To incorporate this factor, \nwe mimic the portfolio of foreign investors in Borsa Istanbul (BIST) with respect to \nportfolio preferences (foreign ownership) using the Fama and French’s three-factor \nmodel. Our findings suggest that market factor, size, and book-to-market (B/M) \nvariables are still sta…

  • Soccer and Stock Market Risk

    Hakan Berument, M Hakan Berument et al.ARTICLEPsychological Reports2013

    There is an emerging but important literature on the effects of sport events such as soccer on stock market returns.After a soccer team's win, agents discount future events more favorably and increase risk tolerance.Similarly, after a loss, risk tolerance decreases.This paper directly assesses risk tolerance after a sports event by using daily data from the three major soccer teams in Turkey (Beşiktaş, Fenerbahçe and Galatasaray).Results provide …

  • Soccer and Stock Market Risk

    Open AccessHakan Berument, M Hakan Berument et al.ARTICLEPsychological Reports2013

    There is an emerging but important literature on the effects of sport events such as soccer on stock market returns. After a soccer team's win, agents discount future events more favorably and increase risk tolerance. Similarly, after a loss, risk tolerance decreases. This paper directly assesses risk tolerance after a sports event by using daily data from the three major soccer teams in Turkey (Beşiktaşç Fenerbahge and Galatasaray). Results prov…

  • Effects of soccer on stock markets

    Open AccessHakan Berument, M Hakan Berument et al.ARTICLEThe Social Science Journal2012Cited by: 1References: 2

    This paper assesses the effects of domestic soccer teams’ performances against foreign rivals on stock market returns as well as on the return–volatility relationship. Data from Chile, Spain, Turkey and the United Kingdom support propositions that soccer teams results in international cups affect stock market returns and the return–volatility relationship. Evidence from Spain and the UK, soccer powerhouses, suggests that losses are associated wit…

  • Soccer, stock returns and fanaticism

    Open AccessHakan Berument, M Hakan Berument et al.ARTICLEThe Social Science Journal2009Cited by: 1References: 1

    This paper assesses the effect of three major soccer teams’ wins on the returns of the Istanbul Stock Exchange (ISE). We argue that the effect of soccer wins on ISE returns increases with the fanaticism of the teams’ supporters

  • Performance of soccer on the stock market

    Open AccessHakan Berument, Nildağ Başak Ceylan et al.ARTICLEThe Social Science Journal2006

    This paper assesses the effect of soccer success on stock market returns for three major Turkish teams (Beşiktaş, Fenerbahçe and Galatasaray) after certain characteristics of the stock market are controlled for. The empirical evidence presented here suggests that Beşiktaş's win against foreign rivals in the Winner's Cup increases stock market returns. The same effect is not present for the other two big teams (Fenerbahçe and Galatasaray). The day…