Hande Ayaydın Hacıömeroğlu

E-mail

hande@metu.edu.tr

Department

Department of Business Administration

ORCID

0000-0002-4554-4111

Scopus Author ID

57201457763

Web of Science Researcher ID

ABB-9356-2020

The grass is greener on the other side: Comparison of green versus brown corporate bonds Ayaydın Hacıömeroğlu, Hande; Danışoğlu, Seza; Güner, Zehra Nuray (2022-11-01) This study compares the yield-to-maturities on green versus brown corporate bonds on their issue dates, after controlling for the market, firm, bond, and currency characteristics of the bonds. Our analyses show that if the...
The agency cost of investing in ethical funds: A style analysis approach Ayaydın Hacıömeroğlu, Hande; Danışoğlu, Seza; Güner, Zehra Nuray; Cem Şahin, Baki (2022-01-01) This study aims to determine whether ethical funds make portfolio choices in line with their investment mandates. Our results show that during the first half of the sample period, it is much more difficult to distinguish t...
For the love of the environment: An analysis of Green versus Brown bonds during the COVID-19 pandemic Ayaydın Hacıömeroğlu, Hande; Danışoğlu, Seza; Güner, Zehra Nuray (2021-01-01) Increased awareness among investors about environmental and social issues made green bonds a popular investment alternative over the last decade. This study analyzes whether the primary and secondary market return performa...
The Agency Cost of Investıng in Ethical Funds Ayaydın Hacıömeroğlu, Hande; Danışoğlu, Seza; Güner, Zehra Nuray (2020-9-01) With the increased popularity of ethical funds, many studies have asked the question “Does it pay to be good?” (Barnett and Salomon, 2012)[1] and compared such investments with conventional alternatives in terms of return ...
The True Colors of Ethical Funds Danışoğlu, Seza; Güner, Zehra Nuray; Ayaydın Hacıömeroğlu, Hande (2019-09-02) In their 2009 book “Investing for Change”, Landier and Nair identify three types of investors in the market: (i) investors with a pure profit objective who might be willing to invest in socially responsible investments (...
The Grass is Greener on the Other Side: Comparison of For-Profit and Blended Value Debt Securities Danışoğlu, Seza; Güner, Zehra Nuray; Ayaydın Hacıömeroğlu, Hande (null; 2018-09-05)
Funding Liquidity Risk and High Quality Liquid Assets Ayaydın Hacıömeroğlu, Hande (2018-01-04)
International Evidence on Risk Taking by Banks Around the Global Financial Crisis Danışoğlu, Seza; Güner, Zehra Nuray; Ayaydın Hacıömeroğlu, Hande (2018-01-01) This study models the risks of commercial banks from the United States and developed, emerging, and frontier countries while controlling for bank- and country-specific variables within a panel framework. Bank risk is measu...
Modeling the CDS Prices: An application to the MENA Region Namuslu, Merve; Ayaydın Hacıömeroğlu, Hande; Danışoğlu, Seza (2017-01-05) The objective of this paper is to study the pricing of a single-name credit default swap (CDS) contract via the discounted cash flow method with reduced-form survival probability functions depending on stochastic intensity...
Choice of Financing in a Borrowing Constrained Economy and Long Run Post Issue Stock Performance Danışoğlu, Seza; Ayaydın Hacıömeroğlu, Hande; Güner, Zehra Nuray (2016-07-01)

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