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Permanent URI for this collectionhttps://hdl.handle.net/20.500.14288/3

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    Imported intermediate goods and product innovation
    (Elsevier B.V., 2024) Şeker, Murat; Rodriguez-Delgado, Jose Daniel; Department of Business Administration; Ulu, Mehmet Fatih; Department of Business Administration; College of Administrative Sciences and Economics
    We build a structural model of multi-product firms to illustrate how access to foreign intermediate goods contributes to product innovation. We establish a stochastic dynamic model of firm evolution and allow firms to be heterogeneous in their efficiency levels. The model's mechanism to capture the effects of importing intermediate goods is twofold: (i) importing these goods increases the revenue per each product introduced, and (ii) increases the likelihood of introducing new varieties using newly available inputs. We calibrate the model to firm-level data from India. The model successfully explains the heterogeneous innovation dynamics and statistical moments related to importing and product distribution. Counterfactual exercises further illustrate and quantify the mechanism between trade, innovation performance, and product growth. We find that the critical contribution of trade to growth and product innovation is mainly through access to new imported varieties rather than just the direct import cost. © 2024 Elsevier B.V.
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    Supported nondominated points as a representation of the nondominated set: an empirical analysis
    (Wiley, 2024) Department of Business Administration; Sayın, Serpil; Department of Business Administration; College of Administrative Sciences and Economics
    The nondominated set of a multiple objective discrete optimization problem is known to contain unsupported nondominated points, which outnumber the supported ones and are more difficult to obtain. We treat supported nondominated points as a representation and analyse their quality using different metrics beyond their sheer numbers. Under different data generation schemes on multiobjective knapsack and assignment problems, we observe that supported nondominated points almost always provide a good representation of the entire nondominated set.
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    Brands and branding around the World
    (Sage Publications Inc, 2024) Batra, Rajeev; Steenkamp, Jan-Benedict E. M.; Department of Business Administration; Tunalı, Ayşegül Özsomer; Department of Business Administration; College of Administrative Sciences and Economics
    N/A
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    Shifting standards in consumer evaluations of global and local brands after product-harm crises
    (Sage Publications Inc, 2024) Sayın, Eda; Department of Business Administration; Aydınoğlu, Nilüfer Zümrüt; Tunalı, Ayşegül Özsomer; Canlı, Zeynep Gürhan; Department of Business Administration; College of Administrative Sciences and Economics
    Building on shifting standards theory from social psychology, the authors suggest global versus local branding as an important categorization that affects consumers' reactions to product-harm crises in emerging markets. Specifically, the distinct associations attached to global and local brands create shifting standards and lead to differential consumer expectations and evaluations. In four main and two supplementary experiments, the authors demonstrate that consumers from emerging markets react more negatively toward a product-harm crisis by global (vs. local) brands. Higher initial expectations for global brands are the underlying cause of this more pronounced consumer response to failures. The authors demonstrate which specific expectations are driven by the shifting standards around global and local brands and identify product category as a relevant boundary condition. Finally, consumers with high ethnocentrism appreciate it directionally more when a local brand provides compensation after a product-harm crisis than when a global brand provides compensation. The results have important implications for brand management and crisis management strategies.
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    Nonstandard errors
    (Wiley, 2024) Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; Huber, Juergen; Johannesson, Magnus; Kirchler, Michael; Neususs, Sebastian; Razen, Michael; Weitzel, Utz; Abad-Diaz, David; Abudy, Menachem; Adrian, Tobias; Ait-Sahalia, Yacine; Akmansoy, Olivier; Alcock, Jamie T.; Alexeev, Vitali; Aloosh, Arash; Amato, Livia; Amaya, Diego; Angel, James J.; Avetikian, Alejandro T.; Bach, Amadeus; Baidoo, Edwin; Bakalli, Gaetan; Bao, Li; Barbon, Andrea; Bashchenko, Oksana; Bindra, Parampreet C.; Bjonnes, Geir H.; Black, Jeffrey R.; Black, Bernard S.; Bogoev, Dimitar; Bohorquez Correa, Santiago; Bondarenko, Oleg; Bos, Charles S.; Bosch-Rosa, Ciril; Bouri, Elie; Brownlees, Christian; Calamia, Anna; Viet Nga Cao; Capelle-Blancard, Gunther; Romero, Laura M. Capera; Caporin, Massimiliano; Carrion, Allen; Caskurlu, Tolga; Chakrabarty, Bidisha; Chen, Jian; Chernov, Mikhail; Cheung, William; Chincarini, Ludwig B.; Chordia, Tarun; Chow, Sheung-Chi; Clapham, Benjamin; Colliard, Jean-Edouard; Comerton-Forde, Carole; Curran, Edward; Thong Dao; Dare, Wale; Davies, Ryan J.; De Blasis, Riccardo; De Nard, Gianluca F.; Declerck, Fany; Deev, Oleg; Degryse, Hans; Deku, Solomon Y.; Desagre, Christophe; Van Dijk, Mathijs A.; Dim, Chukwuma; Dimpfl, Thomas; Dong, Yun Jiang; Drummond, Philip A.; Dudda, Tom; Duevski, Teodor; Dumitrescu, Ariadna; Dyakov, Teodor; Dyhrberg, Anne Haubo; Dzielinski, Michal; Eksi, Asli; El Kalak, Izidin; ter Ellen, Saskia; Eugster, Nicolas; Evans, Martin D. D.; Farrell, Michael; Felez-Vinas, Ester; Ferrara, Gerardo; Ferrouhi, El Mehdi; Flori, Andrea; Fluharty-Jaidee, Jonathan T.; Foley, Sean D. V.; Fong, Kingsley Y. L.; Foucault, Thierry; Franus, Tatiana; Franzoni, Francesco; Frijns, Bart; Frommel, Michael; Fu, Servanna M.; Fullbrunn, Sascha C.; Gan, Baoqing; Gao, Ge; Gehrig, Thomas P.; Gemayel, Roland; Gerritsen, Dirk; Gil-Bazo, Javier; Gilder, Dudley; Glosten, Lawrence R.; Gomez, Thomas; Gorbenko, Arseny; Grammig, Joachim; Gregoire, Vincent; Gucbilmez, Ufuk; Hagstromer, Bjorn; Hambuckers, Julien; Hapnes, Erik; Harris, Jeffrey H.; Harris, Lawrence; Hartmann, Simon; Hasse, Jean-Baptiste; Hautsch, Nikolaus; He, Xue-Zhong; Heath, Davidson; Hediger, Simon; Hendershott, Terrence; Hibbert, Ann Marie; Hjalmarsson, Erik; Hoelscher, Seth A.; Hoffmann, Peter; Holden, Craig W.; Horenstein, Alex R.; Huang, Wenqian; Huang, Da; Hurlin, Christophe; Ilczuk, Konrad; Ivashchenko, Alexey; Iyer, Subramanian R.; Jahanshahloo, Hossein; Jalkh, Naji; Jones, Charles M.; Jurkatis, Simon; Jylha, Petri; Kaeck, Andreas T.; Kaiser, Gabriel; Karam, Arze; Karmaziene, Egle; Kassner, Bernhard; Kaustia, Markku; Kazak, Ekaterina; Kearney, Fearghal; Van Kervel, Vincent; Khan, Saad A.; Khomyn, Marta K.; Klein, Tony; Klein, Olga; Klos, Alexander; Koetter, Michael; Kolokolov, Aleksey; Korajczyk, Robert A.; Kozhan, Roman; Krahnen, Jan P.; Kuhle, Paul; Kwan, Amy; Lajaunie, Quentin; Lam, F. Y. Eric C.; Lambert, Marie; Langlois, Hugues; Lausen, Jens; Lauter, Tobias; Leippold, Markus; Levin, Vladimir; Li, Yijie; Li, Hui; Liew, Chee Yoong; Lindner, Thomas; Linton, Oliver; Liu, Jiacheng; Liu, Anqi; Llorente, Guillermo; Lof, Matthijs; Lohr, Ariel; Longstaff, Francis; Lopez-Lira, Alejandro; Mankad, Shawn; Mano, Nicola; Marchal, Alexis; Martineau, Charles; Mazzola, Francesco; Meloso, Debrah; Mi, Michael G.; Mihet, Roxana; Mohan, Vijay; Moinas, Sophie; Moore, David; Mu, Liangyi; Muravyev, Dmitriy; Murphy, Dermot; Neszveda, Gabor; Muravyev, Dmitriy; Murphy, Dermot; Neszveda, Gabor; Neumeier, Christian; Nielsson, Ulf; Nimalendran, Mahendrarajah; Nolte, Sven; Norden, Lars L.; O'Neill, Peter; Obaid, Khaled; Odegaard, Bernt A.; Ostberg, Per; Pagnotta, Emiliano; Painter, Marcus; Palan, Stefan; Palit, Imon J.; Park, Andreas; Pascual, Roberto; Pasquariello, Paolo; Pastor, Lubos; Patel, Vinay; Patton, Andrew J.; Pearson, Neil D.; Pelizzon, Loriana; Pelli, Michele; Pelster, Matthias; Perignon, Christophe; Pfiffer, Cameron; Philip, Richard; Plihal, Tomas; Prakash, Puneet; Press, Oliver-Alexander; Prodromou, Tina; Prokopczuk, Marcel; Putnins, Talis; Qian, Ya; Raizada, Gaurav; Rakowski, David; Ranaldo, Angelo; Regis, Luca; Reitz, Stefan; Renault, Thomas; Renjie, Rex W.; Reno, Roberto; Riddiough, Steven J.; Rinne, Kalle; Rintamaki, Paul; Riordan, Ryan; Rittmannsberger, Thomas; Longarela, Inaki Rodriguez; Roesch, Dominik; Rognone, Lavinia; Roseman, Brian; Rosu, Ioanid; Roy, Saurabh; Rudolf, Nicolas; Rush, Stephen R.; Rzeznik, Aleksandra A.; Sanford, Anthony; Sankaran, Harikumar; Sarkar, Asani; Sarno, Lucio; Scaillet, Olivier; Scharnowski, Stefan; Schenk-Hoppe, Klaus R.; Schertler, Andrea; Schneider, Michael; Schroeder, Florian; Schuerhoff, Norman; Schuster, Philipp; Schwarz, Marco A.; Seasholes, Mark S.; Seeger, Norman J.; Shachar, Or; Shkilko, Andriy; Shui, Jessica; Sikic, Mario; Simion, Giorgia; Smales, Lee A.; Soderlind, Paul; Sojli, Elvira; Sokolov, Konstantin; Sonksen, Jantje; Spokeviciute, Laima; Stefanova, Denitsa; Subrahmanyam, Marti G.; Szaszi, Barnabas; Talavera, Oleksandr; Tang, Yuehua; Taylor, Nick; Tham, Wing Wah; Theissen, Erik; Thimme, Julian; Tonks, Ian; Tran, Hai; Trapin, Luca; Trolle, Anders B.; Vaduva, M. Andreea; Valente, Giorgio; Van Ness, Robert A.; Vasquez, Aurelio; Verousis, Thanos; Verwijmeren, Patrick; Vilhelmsson, Anders; Vilkov, Grigory; Vladimirov, Vladimir; Vogel, Sebastian; Voigt, Stefan; Wagner, Wolf; Walther, Thomas; Weiss, Patrick; Van der Wel, Michel; Werner, Ingrid M.; Werner, Ingrid M.; Westerholm, P. Joakim; Westheide, Christian; Wika, Hans C.; Wipplinger, Evert; Wolf, Michael; Wolff, Christian C. P.; Wolk, Leonard; Wong, Wing-Keung; Wrampelmeyer, Jan; Wu, Zhen-Xing; Xia, Shuo; Xiu, Dacheng; Xu, Ke; Xu, Caihong; Yadav, Pradeep K.; Yague, Jose; Yan, Cheng; Yang, Antti; Yoo, Woongsun; Yu, Wenjia; Yu, Yihe; Yu, Shihao; Yueshen, Bart Z.; Yuferova, Darya; Zamojski, Marcin; Zareei, Abalfazl; Zeisberger, Stefan M.; Zhang, Lu; Zhang, S. Sarah; Zhang, Xiaoyu; Zhao, Lu; Zhong, Zhuo; Zhou, Z. Ivy; Zhou, Chen; Zhu, Xingyu S.; Zoican, Marius; Zwinkels, Remco; Department of Business Administration; Rzayev, Khaladdin; Department of Business Administration; College of Administrative Sciences and Economics
    In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty-nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants.
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    High-frequency trading in the stock market and the costs of options market making
    (Elsevier Sci Ltd, 2024) Nimalendran, Mahendrarajah; Sagade, Satchit; Department of Business Administration; Rzayev, Khaladdin; Department of Business Administration; College of Administrative Sciences and Economics
    We investigate how high-frequency trading (HFT) in equity markets affects options market liquidity. We find that increased aggressive HFT activity in the stock market leads to wider bid-ask spreads in the options market through two main channels. First, options market makers' quotes are exposed to sniping risk from HFTs exploiting put-call parity violations. Second, informed trading in the options market further amplifies the impact of HFT in equity markets on the liquidity of options by simultaneously increasing the options bid-ask spread and intensifying aggressive HFT activity in the underlying market.
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    Crash risk and conservatism: Evidence from Borsa Istanbul
    (Elsevier, 2024) Department of Business Administration; Toksöz, Tuba; Department of Business Administration; College of Administrative Sciences and Economics
    This study assesses the relationship between the likelihood of future stock price crashes and conservatism-an accounting characteristic that leads to the undervaluation of accounting net assets relative to economic net assets. This undervaluation is achieved by less stringent verification criteria in acknowledging losses compared with gains, resulting in more timely recognition of economic losses. Utilizing a sample of firms traded on Borsa Istanbul from 2009 to 2019, this study reveals that firms with a greater degree of conservatism witness a significant reduction in crash risk after accounting for firm-specific determinants of crash risk along with firm and year fixed effects. This result corroborates the findings in the literature on conservatism, revealing that conservatism diminishes the ability of managers to withhold unfavorable information. In addition, the results are economically meaningful and hold after a set of tests to assess robustness. The findings are particularly relevant for underperforming firms, indicating that an increase in adverse information enhances the motivation for firms to obscure and delay sharing the information. Further analysis demonstrates that accounting conservatism offers advantages by mitigating future crash risk, especially for firms with high intangible intensity.
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    Syndicated lending under asymmetric creditor information - Correction
    (Elsevier, 1996) Cadot, O; Department of Business Administration; Banerjee, Saugata; Researcher; Department of Business Administration; College of Administrative Sciences and Economics; N/A
    This paper explores how asymmetric information about borrower quality among syndicated lenders alters the incentive to refinance illiquid borrowers. We use a model in which lenders enter the market sequentially in two rounds of lending. Between the two rounds, a shock separates borrowers into good ones and bad ones, and early entrants acquire information about individual borrower type, while late entrants know only the distribution of borrower types. The asymmetric information structure gives rise to both signalling and screening issues. We show that self-selecting contracts do not exist, and that there is always a pooling Perfect Bayesian Equilibrium in which late entrants lend to both good and bad types, without borrower type being exposed before final clearing at the terminal time. Based on this framework, we argue that prior to the 1982 international debt crisis, it was possible for banks with heavy exposure to troubled debtors to attract rational newcomers in syndicated loans which were, with positive probability, bailout loans.
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    The use of bank lines of credit in corporate liquidity management: a review of empirical evidence
    (Elsevier, 2011) James, Christopher; Department of Business Administration; Demiroğlu, Cem; Faculty Member; Department of Business Administration; College of Administrative Sciences and Economics; 18073
    This paper reviews empirical evidence on the use of bank lines of credit as a source of corporate liquidity. Traditional explanation for lines of credit is that they provide insurance against liquidity shocks, in much the same as way hoarding cash does. However, recent empirical research suggests that access to lines of credit is contingent on the credit quality of the borrower as well as the financial condition of the lender. These findings suggest that lines of credit are an imperfect substitute for cash as a source of corporate liquidity. (C) 2010 Published by Elsevier B.V.
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    Political instability and Turkish banking since the Ottoman Empire: a historical overview
    (Springer, 2014) Department of Business Administration; Akdeniz, Özlem Olgu; Teaching Faculty; Department of Business Administration; College of Administrative Sciences and Economics; 113156
    The Ottoman economic mind was closely related to the basic concepts of state and society in the Middle East in which the ultimate goal of a state was consolidation and extension of the ruler's power. By developing commercial centers and routes, the state performed basic economic functions in the empire. In 1923, Turkey underwent a great transformation in terms of religion, social, and cultural bases of Turkish society as well as its political and economic structure with its announcement as a republic with Ataturk being its first president over 14 years. This chapter discusses the changing structure of the economy, financial system and banking sector since the Ottoman Empire up until today's Modern Turkey. It provides the reader with an overview of political instability, financial crises experienced in the country and what has changed in the banking sector over the past 700 years.