Altınbaş, Hazar

Profile Picture
Profile URL
https://hdl.handle.net/20.500.14627/720
Name Variants
Altinbas, Hazar
Job Title
Doktor Öğretim
Email Address
hazar.altinbas@fbu.edu.tr
Main Affiliation
Ekonomi ve Finans Bölümü
Status
Website
ORCID ID
0000-0001-8160-0611
Scopus Author ID
57194978119
Turkish CoHE Profile ID
Google Scholar ID
YHGvQk4AAAAJ
WoS Researcher ID
AAF-5573-2020
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photo_105929.jpg.JPG (2.18 MB)

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Scholarly Output

2

Articles

2

WoS Citation Count

0

Scopus Citation Count

0

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0

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2024 - 20262
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Now showing 1 - 2 of 2
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    Article
    Social Media and Financial Decisions: The Influence of Socio-Demographics and Financial Literacy
    (John Wiley and Sons Inc, 2026) Altinbas, H.
    This study investigates the predictors of individuals' reliance on social media for financial decision-making within the context of Türkiye's high-inflation environment and the associated surge in retail investor participation. Data were collected via an online survey utilizing the OECD's financial literacy toolkit. The results indicate that gender, family structure, high-risk asset preferences, and financial literacy predict social media usage for financial information. Specifically, males, individuals who invest in stocks or cryptocurrencies, and those with higher financial literacy demonstrate a greater propensity to access financial information on social media; conversely, households with children exhibit lower reliance on social media information. © 2026 American Association of Family and Consumer Sciences.
  • Thumbnail Image
    Article
    Volatility in the Turkish Stock Market: an Analysis of Influential Events
    (Palgrave Macmillan Ltd, 2024) Altinbas, Hazar
    This study aims to understand the triggers for volatility changes in the Turkish stock market, particularly in the context of the market's increased popularity among local retail investors, despite economic challenges like unstable growth, currency depreciation, and high inflation. Analysis covers the period from January 2009 to January 2023. Changepoint analysis was employed to detect significant changes in the volatility structure of daily market return rates. Events coincident with these identified dates are further investigated to assess their impact. Additionally, conditional volatilities are examined to gauge market sentiment. Findings reveal that events such as central bank policy rate decisions, nationwide political incidents (e.g., the Gezi protests and the 2016 coup attempt), and major global events (like the pandemic and Russia's invasion of Ukraine) coincide with significant shifts in market volatility, typically leading to an increase. Notably, the frequency of the change dates escalated following the announcement of Turkey's new economic model, although many of these dates did not directly align with major events. High inflation and the new economic model appear to negatively impact market volatility. Findings offer valuable insights into the relationship between major events and stock market volatility. This understanding can assist authorities in implementing strategies to mitigate adverse effects and maintain an improved investment environment. It also opens avenues for proactive communication to manage investor expectations more effectively.