Alev Atak Atalık

E-mail

alevatak@metu.edu.tr

Department

Department of Economics

ORCID

0000-0002-2319-9193

Econometric Analysis of Cryptocurrency Volatility: A Heterogenous Autoregressive Approach Atak Atalık, Alev (Gazi Kitabevi, 2024-10-01)
Decoding ESG Performance with NLP at Borsa Istanbul Sustainability Index Atak Atalık, Alev (2024-04-18)
Beyond polarity: How ESG sentiment influences idiosyncratic volatility in the Turkish stock market Atak Atalık, Alev (2024-01-01) This study investigates the influence of Environmental, Social, and Governance (ESG) sentiment in corporate disclosures on idiosyncratic volatility (IVOL) in the Turkish stock market. Using FinBERT-ESG, a language model sp...
Exploring the sentiment in Borsa Istanbul with deep learning Atak Atalık, Alev (2024-01-01) Sentiment analysis holds immense importance in finance and economics, addressing crucial issues such as principal–agent dynamics and information imbalances. The rise of natural language processing signifies a groundbreakin...
Developing Economic Indicators for Universities as part of Regional Ecosystems Voitko, Serhii; Tshikovhi, Ndivhuho; Lacalle, Javier G.; Sürer, Elif; Martin, Emilio; Moyo, Sibusiso; Qwatekana, Zikho; Rana, Inu; Konovalova, Nadiia; Atak Atalık, Alev; Acar, Feride Pınar; Royo, Sonia; Russkova, Valeria; Kumar, Vikas (2023-11-14)
SYMMETRIC OR ASYMMETRIC INFORMATION? A MACHINE LEARNING APPROACH FOR FINANCIAL SENTIMENT Atak Atalık, Alev (2023-04-12) Natural language processing has been widely used for financial applications in recent years. In this paper, we Word Error Rate and Cosin Similarity for comparing and measuring text similarity and derivation in sets of fina...
Financial Sentiment Index with Natural Language Processing Atak Atalık, Alev (2023-04-12) In this paper, we aim to create a financial sentiment index by investigating the company’s voluntary information disclosures using 10-K reports. We extract relevant financial information for sentiment analysis through Natu...
Functional coefficient quantile regression model with time-varying loadings Atak Atalık, Alev; Montes-Rojas, Gabriel; Olmo, Jose (2023-01-01) This paper proposes a functional coefficient quantile regression model with heterogeneous and time-varying regression coefficients and factor loadings. Estimation of the model coefficients is done in two stages. First, we ...
Reflexivity analysis of cryptocurrencies with a time-varying semi-parametric Hawkesprocess Atak Atalık, Alev (2021-06-26) The self-excitability and price clustering properties of the cryptocurrency market are studied to investigate the main sources of volatility, in particular, the reflexivity or the endogeneity issues. We apply our kernel es...
Reflexivity Analysis of Digital Currencies with a Semiparametric Hawkes Process Atak Atalık, Alev (2021-06-25) The self-excitability and price clustering properties of the cryptocurrency market are studied to investigate the main sources of volatility, in particular, the reflexivity or the endogeneity issues. We apply our kernel es...

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