Ali Hepsen

Istanbul University - Faculty of Business Administration, Department of Finance

Istanbul

Turkey

SCHOLARLY PAPERS

29

DOWNLOADS
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SSRN RANKINGS

Top 10,004

in Total Papers Downloads

8,750

SSRN CITATIONS
Rank 36,094

SSRN RANKINGS

Top 36,094

in Total Papers Citations

11

CROSSREF CITATIONS

16

Scholarly Papers (29)

1.

Determining Impacts on Non-Performing Loan Ratio in Turkey

Journal of Finance and Investment Analysis, Vol. 2, No. 4, 2013, pp.119-129
Number of pages: 11 Posted: 08 Dec 2013
Metin Vatansever and Ali Hepsen
Yildiz Technical University and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 2,163 (13,330)
Citation 3

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Turkey, Non-performing loans, Macroeconomic indicators, Bank specific indicators, Cointegration

2.

Analyzing Macroeconomic Indicators of Economic Growth Using Panel Data

Journal of Finance and Investment Analysis, Vol.2, No.3, 2013, pp 41-53
Number of pages: 13 Posted: 14 May 2013 Last Revised: 15 Aug 2013
Nihat Taş, Ali Hepsen and Emrah Önder
Istanbul University - School of Business, Department of Quantitative Methods, Istanbul University - Faculty of Business Administration, Department of Finance and Istanbul University - School of Business - Department of Quantitative Techniques
Downloads 1,235 (31,369)
Citation 3

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European Union and Candidate Countries, Macro Economic Parameters, Panel Data Analysis, Gross Domestic Product, Economic Growth

3.

Predicting House Prices in Turkey by Using Machine Learning Algorithms

Journal of Statistical and Econometric Methods, Vol.9, No.4, 2020, pp.31-38.
Number of pages: 8 Posted: 18 Jul 2020
Mehmet Erkek, Kamil Çayırlı and Ali Hepsen
affiliation not provided to SSRN, affiliation not provided to SSRN and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 499 (105,349)

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Housing Market, Zingat.com, Machine Learning, House Price Prediction, Python Programming Language, Keras Library

4.

Forecasting Macroeconomic Variables Using Artificial Neural Network and Traditional Smoothing Techniques

Journal of Applied Finance and Banking, Vol.3, No.4, 2013, pp.73-104.
Number of pages: 26 Posted: 14 May 2013 Last Revised: 15 Jun 2013
Emrah Önder, Fırat Bayır and Ali Hepsen
Istanbul University - School of Business - Department of Quantitative Techniques, Istanbul University - School of Business and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 425 (127,330)
Citation 9

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5.

Combining Time Series Analysis and Multi Criteria Decision Making Techniques for Forecasting Financial Performance of Banks in Turkey

International Journal of Latest Trends in Finance and Economic Sciences, vol.3, no.3, pp.530-555, 2013
Number of pages: 26 Posted: 29 Sep 2013 Last Revised: 06 Jan 2018
Emrah Önder and Ali Hepsen
Istanbul University - School of Business - Department of Quantitative Techniques and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 409 (133,094)

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Financial Performance Evaluation, Analytical Hierarchy Process (AHP), TOPSIS Method, Turkish Banking Sector, Multi Criteria Decision Making, Forecasting, Time Series Analysis

6.

Performance Evaluation of Turkish Banks Using Analytical Hierarchy Process and TOPSIS Methods

Journal of International Scientific Publication: Economy & Business, Volume 7, Part 1, 2013, pp. 470-503
Number of pages: 34 Posted: 31 Aug 2013 Last Revised: 21 Jan 2014
Emrah Önder, Nihat Taş and Ali Hepsen
Istanbul University - School of Business - Department of Quantitative Techniques, Istanbul University - School of Business, Department of Quantitative Methods and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 398 (137,248)
Citation 1

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Financial Performance Evaluation, Analytical Hierarchy Process (AHP), TOPSIS Method, Turkish Banking Sector

7.

Neglected Firm Effect Anomaly

11th National Finance Conference, Zonguldak Karaelmas University, October 20-22, 2007
Number of pages: 13 Posted: 01 Mar 2012
Ali Hepsen and Ebru Demirci
Istanbul University - Faculty of Business Administration, Department of Finance and affiliation not provided to SSRN
Downloads 365 (151,273)

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anomaly, neglected stock effect, market efficiency

8.

Determinants of Economic Growth in G20 Countries: A Panel Data Approach

International Conference on Applied Business and Economics (ICABE-13), October 2013, New York, USA & International Journal of Latest Trends in Finance and Economic Sciences, vol.3, no.3, pp.572-582, 2013
Number of pages: 12 Posted: 29 Sep 2013 Last Revised: 29 Jan 2014
Nihat Taş, Emrah Önder and Ali Hepsen
Istanbul University - School of Business, Department of Quantitative Methods, Istanbul University - School of Business - Department of Quantitative Techniques and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 342 (162,413)

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G20 Counties, Macro Economic Parameters, Panel Data Analysis, Gross Domestic Product, Economic Growth

9.

Housing Affordability Index Calculation Integrating Income Inequality in Turkey

Empirical Economics Letters, Vol. 10, No. 4, pp. 359-367, April 2011
Number of pages: 9 Posted: 06 Feb 2012 Last Revised: 28 May 2016
Mehmet Asici, Ozlem Yilmaz and Ali Hepsen
Ministry of Industry and Technology, Department of Business Administration and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 251 (223,702)

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Housing, Income Distribution, Turkey

Economic Performance Evaluation of Fragile 5 Countries After the Great Recession of 2008-2009 Using Analytic Network Process and TOPSIS Methods

Journal of Applied Finance & Banking, vol. 5, no. 1, 1-17, 2015 Forthcoming
Number of pages: 17 Posted: 18 Dec 2014
Emrah Önder, Nihat Taş and Ali Hepsen
Istanbul University - School of Business - Department of Quantitative Techniques, Istanbul University - School of Business, Department of Quantitative Methods and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 248 (225,256)

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Fragile Five Countries, Economic Crisis, Macro Economic Parameters, Economic Performance Evaluation, Analytic Network Process, TOPSIS

Economic Performance Evaluation of Fragile 5 Countries after the Great Recession of 2008-2009 Using Analytic Network Process and TOPSIS Methods

The Clute Institute International Business & Education Conferences, August 3-7, 2014 Sheraton Fisherman’s Wharf Hotel, San Francisco, USA, 325-1:325-14
Posted: 18 Aug 2014
Emrah Önder, Nihat Taş and Ali Hepsen
Istanbul University - School of Business - Department of Quantitative Techniques, Istanbul University - School of Business, Department of Quantitative Methods and Istanbul University - Faculty of Business Administration, Department of Finance

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Fragile Five Countries, Economic Crisis, Macro Economic Parameters, Economic Performance

11.

The Importance of Real Estate Price Indices in Financial Crisis and the Approaches for Constructing Them

Journal of Capital Markets, Financial Engineering and Risk Management Special Issue, April 2012
Number of pages: 19 Posted: 17 Apr 2012
Ali Hepsen
Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 235 (238,518)

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Financial Crisis, Real Estate Price Index, the Unit Method, the Stratified Real Estate Price Index Method, the Repeat Sales Method, the Hedonic Regression Method

12.

Recommendation Systems Applied in Turkish Real Estate Market

Journal of Computations & Modelling, Vol. 10, No. 1, 2020, 1-10
Number of pages: 10 Posted: 17 Apr 2020
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, Istanbul University - Faculty of Business Administration, Department of Finance and affiliation not provided to SSRN
Downloads 226 (247,701)

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Artificial Intelligence, Machine Learning, Real Estate, Recommendation Engine, Zingat.com

13.

Using Hierarchical Clustering Algorithms for Turkish Residential Market

International Journal of Economics and Finance, Vol. 4, No. 1, pp.138-150, January 2012
Number of pages: 13 Posted: 06 Feb 2012
Ali Hepsen and Metin Vatansever
Istanbul University - Faculty of Business Administration, Department of Finance and Yildiz Technical University
Downloads 220 (254,025)
Citation 1

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Clustering algorithm, Time series Data mining, Residential market, Rental returns

14.

Forecasting Future Trends in Dubai Housing Market by Using Box - Jenkins Autoregressive Integrated Moving Average

International Journal of Housing Markets and Analysis, Vol. 4, No. 3, pp. 210-223, 2011
Number of pages: 14 Posted: 01 Mar 2012 Last Revised: 11 Dec 2012
Ali Hepsen and Metin Vatansever
Istanbul University - Faculty of Business Administration, Department of Finance and Yildiz Technical University
Downloads 187 (294,726)

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Dubai, real estate, residential property, price Index, forecasting, Box-Jenkins, autoregressive integrated moving average (ARIMA)]

15.

REITs in Turkey: Fundamentals vs. Market

The International Journal of Latest Trends in Finance and Economic Sciences, Vol:4, No:1, March 2014, 662-676
Number of pages: 15 Posted: 05 Apr 2014
Emrah Önder, Nihat Taş and Ali Hepsen
Istanbul University - School of Business - Department of Quantitative Techniques, Istanbul University - School of Business, Department of Quantitative Methods and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 183 (300,395)
Citation 1

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REITs, Financial Performance Evaluation, Analytical Network Process (ANP), TOPSIS Method, Real Estate Sector, Multi Criteria Decision Making, Correlation

16.

Calendar Anomalies and Turkish Real Estate Investment Trusts (REITs)

International Journal of Economics and Finance, Vol. 4, No. 3, pp. 230-236, March 2012
Number of pages: 7 Posted: 24 Feb 2012
Ali Hepsen
Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 175 (312,494)
Citation 1

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Real Estate Investment Trusts (REITs), Calendar anomalies, January effect, Day of the week effect, Turn of the month effect

17.

Performance Appraisal of Real Estate Investment Trusts (REITs): A Practice in Istanbul Stock Exchange

Journal of Institute of Business Administration-Yonetim, Vol. 21, No. 65, pp.11-23, February 2010
Number of pages: 13 Posted: 06 Feb 2012
Ali Hepsen and Murat Kiyilar
Istanbul University - Faculty of Business Administration, Department of Finance and Istanbul University - Faculty of Business Management
Downloads 158 (341,180)
Citation 1

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Real Estate Investment Trusts, Sharpe Index, Jensen Index, Performance Ranking

18.

The Association between Current Account Deficit and House Prices in Turkey

Journal of Applied Finance & Banking, Vol. 3, No. 3, 2013, pp.65-79
Number of pages: 15 Posted: 02 Apr 2013
Ali Hepsen and Mehmet Asici
Istanbul University - Faculty of Business Administration, Department of Finance and Ministry of Industry and Technology
Downloads 144 (368,185)

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Current Account Deficit, Foreign Direct Investment, Cross-Border Real Estate Transactions, House Prices, Turkey

19.

Housing Market Activity and Macroeconomic Variables: An Analysis of Turkish Dwelling Market Under New Mortgage System

Istanbul University Journal of the School of Business Administration, Vol. 38, No. 1, pp. 38-46, 2009
Number of pages: 9 Posted: 06 Feb 2012
Ali Hepsen and Nazli Kalfa
Istanbul University - Faculty of Business Administration, Department of Finance and affiliation not provided to SSRN
Downloads 136 (384,854)

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Housing Investment; Granger Causality Tests, Variance Decomposition Models

20.

Analysing the Housing Market Structure in Romania and Turkey Under the Global Financial Crisis Effect

Annales Universitatis Apulensis Series Oeconomica, Vol.12, No.1, pp.416-425, 2010
Number of pages: 10 Posted: 06 Feb 2012
Ali Hepsen and Murat Kiyilar
Istanbul University - Faculty of Business Administration, Department of Finance and Istanbul University - Faculty of Business Management
Downloads 133 (391,743)

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Housing Market, Mortgage Loans, Bank Lending, Financial Crisis, Romania, Turkey

21.

Relationship between Residential Property Price Index and Macroeconomic Indicators in Dubai Housing Market

International Journal of Strategic Property Management, Vol.16, No.1, 2012, pp.71-84
Number of pages: 15 Posted: 12 Apr 2012 Last Revised: 11 Dec 2012
Ali Hepsen and Metin Vatansever
Istanbul University - Faculty of Business Administration, Department of Finance and Yildiz Technical University
Downloads 125 (410,955)

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Dubai, Real Estate, Residential Property Price Index, Macroeconomic Indicators, Cointegration

22.

Relationship between Economic Indicators and Volume of Mortgage Loans in Turkey

China-USA Business Review, Vol. 9, No. 10, pp. 30-36, October 2010
Number of pages: 7 Posted: 06 Feb 2012
Ali Hepsen and Bilge Nur Katipoglu
Istanbul University - Faculty of Business Administration, Department of Finance and Okan University
Downloads 104 (470,631)

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Mortgage Loans, Economic Indicators, Granger Causality Tests, Turkish Housing Finance Market

23.

VAR Analysis of the Determinants of the Foreigners’ Transactions in Istanbul Stock Exchange

International Journal of Economics and Finance, Vol.4, No.10, pp. 180-191, October 2012
Number of pages: 12 Posted: 15 Sep 2012
Ali Hepsen and Bora Ozkan
Istanbul University - Faculty of Business Administration, Department of Finance and Temple University Fox School of Business
Downloads 93 (507,024)

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capital flows, foreigners’ transactions, VAR Model

24.

Real Estate Investment Trusts in Turkey: Structure, Analysis, and Strategy

Journal of Business, Economics and Finance, Vol.6, No.2, 2017, pp.191-199
Number of pages: 10 Posted: 25 Jul 2017
Istanbul University - Faculty of Business Administration, Department of Finance, Gayrimenkul Yatirim Ortakligi Dernegi (GYODER) and Mimar Sinan Art Fines University - Department of Statistics, Students
Downloads 69 (604,200)

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Real estate investment trusts (REITs), Turkey, performance ranking, K-means algoritm, R studio

25.

Returns Predictability in Emerging Housing Markets

Journal of Economic Cooperation and Development, 37, 1 (2016), 101-130 , Fox School of Business Research Paper No. 16-037
Number of pages: 30 Posted: 13 Aug 2016 Last Revised: 16 Dec 2016
Bora Ozkan, M. Kabir Hassan and Ali Hepsen
Temple University Fox School of Business, University of New Orleans - College of Business Administration - Department of Economics and Finance and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 67 (613,421)

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House Prices, Broad Money, Private Credit, Emerging Markets

26.

Loan-to-Value Policy: Evidence from Turkish Dual Banking System

Number of pages: 16 Posted: 30 Aug 2017
Burak Pirgaip and Ali Hepsen
Cankaya University and Istanbul University - Faculty of Business Administration, Department of Finance
Downloads 65 (623,292)
Citation 1

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Loan-To-Value (LTV) Ratio, Macroprudential Policy, Conventional Banks, Islamic Banks, Turkey

27.

Grey Relational Analysis Based Ranking of Latin American and Caribbean Economies

The WEI Business & Economics Academic Conference (Athens, Greece, March 19-21, 2015)
Number of pages: 10 Posted: 30 Mar 2015 Last Revised: 18 May 2015
Istanbul University Faculty of Transportation and Logistics Department of Logistics, Istanbul University - Faculty of Business Administration, Department of Finance and Istanbul University - School of Business - Department of Quantitative Techniques
Downloads 63 (633,330)

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Grey Relational Analysis, Economic Performance Evaluation, Latin American and Caribbean Economies, Macro-Economic Indicators

28.

Efficient Use of Capital: Paradox of Real Estate and Industry in Turkey

Efficient Use of Capital: Paradox of Real Estate and Industry in Turkey International Journal of Economics and Finance, Vol:9, No:8, August 2017, pp.221-228.
Number of pages: 8 Posted: 29 Jul 2017
Ali Hepsen, Mehmet Asici and Olgun Aydın
Istanbul University - Faculty of Business Administration, Department of Finance, Ministry of Industry and Technology and Mimar Sinan Art Fines University - Department of Statistics, Students
Downloads 32 (834,054)

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use of capital, economic development, economic outlook, real estate investments, mortgage issuance

29.

Cluster and Forecasting Analysis of the Residential Market in Turkey: An Autoregressive Model-Based Fuzzy Clustering Approach

International Journal of Housing Markets and Analysis, Vol. 13 No. 4, 2020; DOI: 10.1108/IJHMA-11-2019-0110
Posted: 18 Aug 2020
Yildiz Technical University, Yildiz Technical University and Istanbul University - Faculty of Business Administration, Department of Finance

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Forecasting, House price index, Fuzzy model, Model-based time series clustering, Turkish housing market, Visual cluster validity