Mustafa Caglayan

Research output

Research output per year 2008 2008 2010 2014 2016 2019 2020 2021 2022

• 37 Article

Research output per year

Research output per year

Search results

• 2022

  Female Small Business Owners in China: discouraged, not discriminated

  Caglayan, M., Talavera, O. & Xiong, L., Sep 2022, In: Journal of International Financial Markets, Institutions and Money. 80, 101649.

  Research output: Contribution to journal › Article › peer-review

  • Application 100%
  • Small Business 100%
  • Small Business Owner 66%
  • Funding 66%
  • China 66%
• 2021

  Herding behaviour in P2P lending markets

  Caglayan, M., Talavera, O. & Zhang, W., Sep 2021, In: Journal of Empirical Finance. 63, p. 27-41 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Investors 100%
  • Behaviour 83%
  • Herding 66%
  • Evidence 33%
  • Samples 33%
  1 Citation (Scopus)

  7 Downloads (Pure)

• Hindering human capital accumulation: A hidden cost of the silent mafia?

  Caglayan, M., Flamini, A. & Jahanshahi, B., Aug 2021, In: Journal of Economic Behavior and Organization. 188, p. 828-845 18 p.

  Research output: Contribution to journal › Article › peer-review

  • Human Capital 100%
  • Capital Accumulation 66%
  • Social Functioning 66%
  • Investment 66%
  • University Graduate 66%
  1 Citation (Scopus)

• The impact of uncertainty on financial institutions: A cross‐country study

  Baum, C. F., Caglayan, M. & Xu, B., Jul 2021, In: International Journal of Finance and Economics. 26, 3, p. 3719-3739 21 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Inflation 100%
  • Credit 100%
  • Private Sector 100%
  • Financial Sector 100%
  • Financial Institutions 50%
  11 Citations (Scopus)

  63 Downloads (Pure)
• 2020

  Asset mispricing in peer-to-peer loan secondary markets

  Caglayan, M., Pham, T., Talavera, O. & Xiong, X., Dec 2020, In: Journal of Corporate Finance. 65, 101769.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Market 100%
  • Loans 66%
  • Machine Learning Method 66%
  • Machine Learning 66%
  • Belief 33%
  4 Citations (Scopus)

  26 Downloads (Pure)

• Decision time and investors' portfolio strategies

  Zhang, J., Zhang, W., Li, Y. & Caglayan, M., 11 May 2020, (E-pub ahead of print) In: Pacific-Basin Finance Journal. 101344.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Time 100%
  • Investors 100%
  • Decision 62%
  • Investment Decision 50%
  • Profits 37%
  2 Citations (Scopus)

  5 Downloads (Pure)

• Expert imitation in P2P markets

  Gao, G., Caglayan, M., Li, Y. & Talavera, O., 13 Jun 2020, (E-pub ahead of print) In: Manchester School.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Investors 100%
  • Experts 87%
  • Imitation 50%
  • Behaviour 25%
  • Observational Learning 25%
  1 Citation (Scopus)

  9 Downloads (Pure)

• The risk-taking channel in the United States: A GVAR approach

  Alzuabi, R., Caglayan, M. & Mouratidis, K., 22 Jul 2020, (E-pub ahead of print) In: International Journal of Finance and Economics.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Risk 100%
  • High Risk Behavior 100%
  • Monetary Policy 100%
  • Shock (Circulatory) 75%
  • Risk-Taking 75%
  1 Citation (Scopus)

  20 Downloads (Pure)

• What does not kill us makes us stronger: the story of repetitive consumer loan applications

  Caglayan, M., Talavera, O., Xiong, L. & Zhang, J., 20 Jul 2020, (E-pub ahead of print) In: European Journal of Finance. p. 1-20 20 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Interest Rate 100%
  • Library Users 50%
  • Application 50%
  • Loans 50%
  • Credit 50%
  3 Citations (Scopus)

  2 Downloads (Pure)
• 2019

  Dollarization, Pass-through, and Domestic Lending: Evidence from Turkish Banking

  Caglayan, M., Pham, T. & Talavera, O., 6 Nov 2019, (E-pub ahead of print) In: Emerging Markets Finance and Trade. p. 1-12 12 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Currency 100%
  • Credit 18%
  • Banking 18%
  • Risk 18%
  • Currency Substitution 18%
  8 Downloads (Pure)

• Economic policy uncertainty effects on credit and stability of financial institutions

  Caglayan, M. & Xu, B., 5 Jul 2019, In: Bulletin of Economic Research. 71, 3, p. 342-347 6 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Credit 100%
  • Availability 33%
  • Stability 33%
  • Non-Performing Loan 33%
  • Loss 33%
  20 Citations (Scopus)

  132 Downloads (Pure)

• Exchange rate movements, export sophistication and direction of trade: the development channel and North–South trade flows

  Caglayan, M. & Demir, F., Nov 2019, In: Cambridge Journal of Economics. 43, 6, p. 1623–1652 30 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Export 100%
  • Trade Flow 100%
  • Volatility 100%
  • Ability 66%
  • Real Exchange Rate 66%
  5 Citations (Scopus)

  14 Downloads (Pure)
• 2017

  Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?

  Baum, C. F., Caglayan, M. & Rashid, A., Dec 2017, In: Empirical Economics. 53, 4, p. 1463–1502 40 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Risk 100%
  • Enterprise 83%
  • Leverage 66%
  • Macroeconomics 66%
  • Adjusting 50%
  18 Citations (Scopus)

  39 Downloads (Pure)

• Financial Depth and the Asymmetric Impact of Monetary Policy

  Caglayan, M., Kandemir Kocaaslan, O. & Mouratidis, K., 2 Nov 2017, In: Oxford Bulletin of Economics and Statistics. 79, 6, p. 1195-1218 24 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Monetary Policy 100%
  • Depth 30%
  • Impact 30%
  • Recession 20%
  • Output 20%
  7 Citations (Scopus)

  22 Downloads (Pure)
• 2016

  Asymmetric Monetary Policy Rules for an Open Economy: Evidence from Canada and the Uk

  Caglayan, M., Jehan, Z. & Mouratidis, K., Jul 2016, In: International Journal of Finance and Economics. 21, 3, p. 279–293 15 p.

  Research output: Contribution to journal › Article › peer-review

  • Monetary Policy 100%
  • Rule 83%
  • Preference 66%
  • Economy 50%
  • Policy 50%
  14 Citations (Scopus)

• Inflation Volatility Effects on the Allocation of Bank Loans

  Caglayan, M. & Xu, B., Jun 2016, In: Journal of Financial Stability. 24, p. 27-39 13 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Volatility 100%
  • Inflation 100%
  • Loans 40%
  • Allocation 20%
  • Bank Managers 20%
  19 Citations (Scopus)

  99 Downloads (Pure)

• R&D expenditures and geographical sales diversification

  Baum, C. F., Caglayan, M. & Talavera, O., Mar 2016, In: Manchester School. 84, 2, p. 197-221 25 p.

  Research output: Contribution to journal › Article › peer-review

  • Research and Development 100%
  • Diversification 100%
  • Sales 80%
  • Expenditure 60%
  • Cause 60%
  6 Citations (Scopus)

• Regime dependent effects of inflation uncertainty on real growth: a markov switching approach

  Caglayan, M., Kocaaslan, O. K. & Mouratidis, K., May 2016, In: Scottish Journal of Political Economy. 63, 2, p. 135-155 21 p.

  Research output: Contribution to journal › Article › peer-review

  • Inflation 100%
  • Growth 50%
  • Output 50%
  • Regime 50%
  • Regimes 50%
  11 Citations (Scopus)

• Sentiment volatility and bank lending behavior

  Caglayan, M. & Xu, B., May 2016, In: International Review of Financial Analysis. 45, p. 107-120 14 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Volatility 100%
  • Lending 50%
  • Change 25%
  • Growth 25%
  • Economics 25%
  24 Citations (Scopus)

  58 Downloads (Pure)
• 2015

  Price dynamics and market segmentation

  Caglayan, M. & Filiztekin, A., Sep 2015, In: Economics Letters. 134, p. 94-97 4 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Prices 100%
  • Market 75%
  • Persistence 50%
  • Dynamics 50%
  • Evidence 25%
  1 Citation (Scopus)

  239 Downloads (Pure)
• 2014

  Allocation effects of uncertainty on resources in Japan

  Caglayan, M. & Xu, B., Jan 2014, In: Economics Letters. 122, 1, p. 23-26 4 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Investment 100%
  • Macroeconomics 100%
  • Rate 100%
  • Enterprise 100%
  • Capital Investment 50%
  2 Citations (Scopus)

  3 Downloads (Pure)

• Firm productivity, exchange rate movements, sources of finance, and export orientation

  Caglayan, M. & Demir, F., Feb 2014, In: World Development. 54, p. 204-219 16 p.

  Research output: Contribution to journal › Article › peer-review

  • Volatility 100%
  • Enterprise 50%
  • Productivity 33%
  • Productivity Change 33%
  • Finance 33%
  29 Citations (Scopus)

• The response of firms' leverage to risk: evidence from UK public versus nonpublic manufacturing firms

  Caglayan, M. & Rashid, A., Jan 2014, In: Economic Inquiry. 52, 1, p. 341-363 23 p.

  Research output: Contribution to journal › Article › peer-review
  23 Citations (Scopus)
• 2013

  THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING*: Bank Lending, Uncertainty and Transmission of Monetary Policy

  Baum, C., Caglayan, M. & Ozkan, N., 1 Mar 2013, In: Manchester School. 81, 2, p. 202-225

  Research output: Contribution to journal › Article › peer-review
  12 Citations (Scopus)
• 2012

  Inventories, sales uncertainty, and financial strength

  Caglayan, M., Maioli, S. & Mateut, S., 1 Sep 2012, In: Journal of Banking and Finance. 36, 9, p. 2512-2521

  Research output: Contribution to journal › Article › peer-review

  • Uncertainty 100%
  • Inventories 80%
  • Enterprise 80%
  • Sales 80%
  • Inventory 80%
  14 Citations (Scopus)
• 2011

  The Effect of the Exchange Rates on Investment in Mexican Manufacturing Industry

  Caglayan, M. & Muñoz Torres, R. I., 1 Sep 2011, In: Open Economies Review. 22, 4, p. 669-683

  Research output: Contribution to journal › Article › peer-review
  7 Citations (Scopus)
• 2010

  Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?

  Caglayan, M. & Jing, D., 2010, In: Southern Economic Journal. 77, 2, p. 313 - 335

  Research output: Contribution to journal › Article › peer-review

  • Trade Flow 100%
  • Flow 50%
  • Exchange Rate Volatility 35%
  • Volatility 28%
  • Income 21%
  10 Citations (Scopus)

• Do Institutions, Inequality and Cultural Differences Affect Cadaveric versus Live-Kidney Harvesting?

  Caglayan, M. & Anbarci, N., 6 Jan 2010, In: Economics Bulletin. 30, 1, p. 10 - 19

  Research output: Contribution to journal › Article › peer-review

  • Kidneys 100%
  • Inequality 100%
  • Cultural Differences 75%
  • Kidney Graft 75%
  • Low Income 50%
  1 Citation (Scopus)

• On the investment sensitivity of debt under uncertainty

  Baum, C. F., Caglayan, M. & Talavera, O., 2010, In: Economics Letters. 106, 1, p. 25-27

  Research output: Contribution to journal › Article › peer-review
  17 Citations (Scopus)

• On the sensitivity of firms' investment to cash flow and uncertainty.

  Baum, C. F., Caglayan, M. & Talavera, O., 2010, In: Oxford Economic Papers. 62, 2, p. 286 1 p.

  Research output: Contribution to journal › Article › peer-review

  • Enterprise 100%
  • Measure 60%
  • Cash Flow 60%
  • Investment 60%
  • Measurer 60%
  54 Citations (Scopus)

• On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty

  Baum, C. F. & Caglayan, M., 1 Feb 2010, In: Journal of International Money and Finance. 29, 1, p. 79-93

  Research output: Contribution to journal › Article › peer-review
  43 Citations (Scopus)

• Parliamentary election cycles and the Turkish banking sector

  Baum, C. F., Caglayan, M. & Talavera, O., 1 Nov 2010, In: Journal of Banking and Finance. 34, 11, p. 2709-2719

  Research output: Contribution to journal › Article › peer-review
  46 Citations (Scopus)
• 2009

  The second moments matter: The response of bank lending behavior to macroeconomic uncertainty.

  Caglayan, M., Baum, F. C. & Ozkan, N., 2009, In: Economics Letters. 102, 2, p. 87–89

  Research output: Contribution to journal › Article › peer-review

  • Lending 100%
  • Macroeconomics 100%
  • Knowledge 50%
  • Commercial Bank 50%
  • Managers 25%
  49 Citations (Scopus)
• 2008

  Inflation, price dispersion, and market structure

  Caglayan, M., Filiztekin, A. & Rauh, M. T., 1 Oct 2008, In: European Economic Review. 52, 7, p. 1187-1208

  Research output: Contribution to journal › Article › peer-review

  • Inflation 100%
  • Price 75%
  • Market Structure 50%
  • Relationships 50%
  • Data Set 25%
  25 Citations (Scopus)

• Political patronage in Ukrainian banking

  Baum, C. F., Caglayan, M., Schäfer, D. & Talavera, O., 1 Jul 2008, In: Economics of Transition. 16, 3, p. 537-557

  Research output: Contribution to journal › Article › peer-review
  17 Citations (Scopus)

• Uncertainty determinants of corporate liquidity

  Baum, C. F., Caglayan, M., Stephan, A. & Talavera, O., 1 Sep 2008, In: Economic Modelling. 25, 5, p. 833-849

  Research output: Contribution to journal › Article › peer-review

  • Macroeconomics 100%
  • Enterprise 100%
  • Liquidity 50%
  • Liquid 50%
  • Liquidity Ratio 50%
  52 Citations (Scopus)

• Uncertainty determinants of firm investment

  Baum, C. F., Caglayan, M. & Talavera, O., 1 Mar 2008, In: Economics Letters. 98, 3, p. 282-287

  Research output: Contribution to journal › Article › peer-review

  • Enterprise 100%
  • Investment 66%
  • Measure 66%
  • Impact 66%
  • Measures 66%
  48 Citations (Scopus)