Yaman O. Erzurumlu

Bahcesehir University

Assoc. Prof.

Ciragan Avenue Osmanpaşa Mektebi Sokak No: 4 - 6

Besiktas

Istanbul, 34353

Turkey

SCHOLARLY PAPERS

10

DOWNLOADS

484

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (10)

1.

Dynamic Management of Mutual Fund Advisory Contracts

Doğuş University Journal; V.7-2 (2006) p.172-189
Number of pages: 38 Posted: 26 Apr 2006 Last Revised: 07 Sep 2013
Yaman O. Erzurumlu and Sinan Erzurumlu
Bahcesehir University and Babson College
Downloads 153 (240,113)

Abstract:

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Mutual fund, Advisory fee, Management fee, Contract, Adviser

2.

Evaluation of Portfolio Performance of Turkish Mutual Funds

Doğuş University Journal Vol. 4 (2001), pp. 43-58
Number of pages: 16 Posted: 08 Sep 2013 Last Revised: 20 Aug 2017
Cudi Tuncer Gursoy and Yaman O. Erzurumlu
Dogus University and Bahcesehir University
Downloads 141 (256,487)

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Portfolio performance, Sharpe Index, Treynor Index, Jensen alpha, Graham & Harvey Criterion, Portfolio Ranking, Mutual Funds

3.

Investor Reaction to Market Surprises on the Istanbul Stock Exchange

Doğuş University Journal, V.12-2 (2011) p. 213-225
Number of pages: 14 Posted: 08 Sep 2013
Yaman O. Erzurumlu
Bahcesehir University
Downloads 40 (522,536)

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Istanbul Stock Exchange, BIST, market efficiency, overreaction, uncertain information hypothesis, uncertainty, abnormal returns

4.

Testing Post Modern Portfolio Theory Based on Global and Local Single Factor Market Model: Borsa Istanbul Case

Borsa Istanbul Review, Forthcoming
Number of pages: 10 Posted: 31 Mar 2018 Last Revised: 27 Apr 2018
Mehmet Yıldız and Yaman O. Erzurumlu
Faculty of Economics and Administrative Sciences, Dogus University and Bahcesehir University
Downloads 37 (537,184)

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Asset Pricing, Downside Beta, Downside CAPM, Downside Risk, Semivariance, Borsa Istanbul

5.

Development and Deployment Drivers of Clean Technology Innovations

Journal of High Technology Management Research 24(2), 100-108
Number of pages: 26 Posted: 30 Oct 2014
Sinan Erzurumlu and Yaman O. Erzurumlu
Babson College and Bahcesehir University
Downloads 30 (575,070)

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6.

Audit Committee Member Characteristics and Committee Effectiveness: Evidence from Turkish Banking Sector

International Journal of Monetary Economics and Finance, 2020
Number of pages: 16 Posted: 28 Jul 2020
Yaman O. Erzurumlu and Gurcan Avci
Bahcesehir University and affiliation not provided to SSRN
Downloads 26 (599,686)

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Audit Committee; Audit Committee Membership; Operational Risk; Operational loss; Corporate Governance; Banks; Turkey; LSDVC

7.

The Behavior of Turkish Pension Plan Investors - Performance, Cost and Fund Flows

Number of pages: 18 Posted: 23 Aug 2017
Yaman O. Erzurumlu and Idris Ucardag
Bahcesehir University and Independent
Downloads 24 (613,051)

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Pension plans, fund flow, return, Jensen's Alpha, management fee, Turkey, pension funds

8.

The Impact of Bank's Internal Governance Mechanism on Operational Loss: Evidence from Turkey

Iranian Economic Review, 2020
Number of pages: 20 Posted: 28 Jul 2020
Yaman O. Erzurumlu and Gurcan Avci
Bahcesehir University and affiliation not provided to SSRN
Downloads 19 (648,024)

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Internal Audit; Internal Control; Risk Management; Operational Risk; Operational Loss; Corporate Governance; Internal Governance

9.

On Investors Reaction to Market Surprises: Evidence from the Chinese Market

International Journal of Business, Management and Economics, Vol. 2/8 (2006), pp. 53-66
Number of pages: 16 Posted: 08 Sep 2013
Richard Ajayi and Yaman O. Erzurumlu
University of Central Florida - Department of Finance and Bahcesehir University
Downloads 14 (684,772)

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Efficiency, Rational Investors, Uncertainty

10.

One Size Does Not Fit All: External Driver of The Cryptocurrency World

Studies in Economics and Finance, 2020
Posted: 28 Jul 2020
Yaman O. Erzurumlu, Tunc Oygur and Alper Kirik
Bahcesehir University, bFinancial Economics Programme, Yeditepe University and Yeditepe University

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Cryptocurrency, Bitcoin, Ethereum, Altcoin, Wavelet correlation, Wavelet coherence

Other Papers (1)

Total Downloads: 52
1.

Mutual Funds' Soft Dollar Arrangements: Determinants, Impact on Shareholder Wealth, and Relation to Governance

Journal of Financial Services Research, Vol. 50 (1), 95-119, 2016
Number of pages: 44 Posted: 18 Mar 2011 Last Revised: 20 Aug 2017
Yaman O. Erzurumlu and Vladimir Kotomin
Bahcesehir University and Illinois State University - Department of Finance, Insurance and Law
Downloads 52 (187,635)

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Mutual funds, Soft dollars, Mutual fund fees, Mutual fund performance, Mutual fund governance