Riza Demirer : Citation Profile


Are you Riza Demirer?

Southern Illinois University

8

H index

6

i10 index

235

Citations

RESEARCH PRODUCTION:

30

Articles

19

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 15
   Journals where Riza Demirer has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 19 (7.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde668
   Updated: 2017-09-23    RAS profile: 2017-09-17    
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Relations with other researchers


Works with:

Balcilar, Mehmet (19)

GUPTA, RANGAN (14)

Wohar, Mark (2)

Hammoudeh, Shawkat (2)

Kutan, Ali (2)

Nguyen, Duc Khuong (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Riza Demirer.

Is cited by:

GUPTA, RANGAN (28)

BABALOS, VASSILIOS (13)

cotter, john (11)

Hanly, Jim (10)

Wohar, Mark (7)

Balcilar, Mehmet (7)

Hammoudeh, Shawkat (6)

coskun, yener (5)

Lau, Chi Keung (5)

bouoiyour, jamal (4)

Selmi, Refk (4)

Cites to:

Hammoudeh, Shawkat (50)

Balcilar, Mehmet (35)

GUPTA, RANGAN (29)

Kutan, Ali (23)

Chiang, Thomas (22)

Shleifer, Andrei (20)

Hamilton, James (18)

Kim, Chang-Jin (17)

Bikhchandani, Sushil (16)

Stein, Jeremy (15)

Schwert, G. (15)

Main data


Where Riza Demirer has published?


Journals with more than one article published# docs
Energy Economics5
Pacific-Basin Finance Journal3
Journal of International Financial Markets, Institutions and Money2
International Review of Financial Analysis2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics15
Working Papers / Economic Research Forum2
Working Papers / Eastern Mediterranean University, Department of Economics2

Recent works citing Riza Demirer (2017 and 2016)


YearTitle of citing document
2017Oil Subsidies and Renewable Energy in Saudi Arabia: A General Equilibrium Approach. (2017). Manzano, Baltasar ; Hunt, Lester ; Blazquez, Jorge. In: The Energy Journal. RePEc:aen:journl:ej38-si1-blazquez.

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2016A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks. (2016). Fern, M ; McKelvey, Bill ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1601.04188.

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2017Political elections and uncertainty -Are BRICS markets equally exposed to Trumps agenda?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1701.02182.

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2017Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis.. (2017). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:805.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua . In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2016Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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2017Can energy commodity futures add to the value of carbon assets?. (2017). Bouri, Elie ; Wen, Xiaoqian ; Roubaud, David . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Qureshi, Fiza ; Gee, Chan Sok ; Ismail, Izlin ; Kutan, Ali M. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2016Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTCs announcements during the 2008 financial crisis?. (2016). Berk, Istemi ; Rauch, Jannes . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:337-348.

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2016Oil curse and finance–growth nexus in Malaysia: The role of investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:154-165.

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2016The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:78-93.

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2016The informational content of inventory announcements: Intraday evidence from crude oil futures market. (2016). Karali, Berna ; Ye, Shiyu . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:349-364.

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2017Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:241-252.

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2017Is hedging the crack spread no longer all its cracked up to be?. (2017). Liu, Pan ; Power, Gabriel J ; Vedenov, Dmitry . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:31-40.

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2017What policy adjustments in the EU ETS truly affected the carbon prices?. (2017). Fan, Ying ; Xu, Jin-Hua ; Wang, Xin ; Jia, Jun-Jun . In: Energy Policy. RePEc:eee:enepol:v:103:y:2017:i:c:p:145-164.

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2017Chinas optimal stockpiling policies in the context of new oil price trend. (2017). Xie, Nan ; Huang, Wenjun ; Zhou, YI ; Yan, Zhijun . In: Energy Policy. RePEc:eee:enepol:v:105:y:2017:i:c:p:332-340.

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2017Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016. (2017). Wei, Yi-Ming ; Chevallier, Julien ; Han, Dong ; Zhu, Bangzhu . In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:309-322.

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2016Do OPEC announcements influence oil prices?. (2016). Loutia, Amine ; Andriosopoulos, Kostas ; Mellios, Constantin . In: Energy Policy. RePEc:eee:enepol:v:90:y:2016:i:c:p:262-272.

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2016Oil price risk exposure: A comparison of financial and non-financial subsectors. (2016). KATIRCIOGLU, SALIH ; Shaeri, Komeil ; Adaoglu, Cahit . In: Energy. RePEc:eee:energy:v:109:y:2016:i:c:p:712-723.

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2016Global commodities and African stocks: A ‘market of one?’. (2016). ALAGIDEDE, PAUL ; Boako, Gideon . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:226-237.

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2016Bond market investor herding: Evidence from the European financial crisis. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:367-375.

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2016Testing for herding in the Athens Stock Exchange during the crisis period. (2016). Katsikas, Epameinondas ; Economou, Fotini ; Vickers, Gregory . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:334-341.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2017The distant echo of Brexit: Did exporters suffer the most?. (2017). Jackowicz, Krzysztof ; Podgorski, Baej ; Kozowski, Ukasz . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:132-139.

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2016Optimal hedging in carbon emission markets using Markov regime switching models. (2016). Shi, Yukun ; Philip, Dennis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:1-15.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017Monetary policy, exchange rate fluctuation, and herding behavior in the stock market. (2017). Gong, PU ; Dai, Jun . In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:34-43.

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2016Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda. (2016). Linnenluecke, Martina K ; Chen, Xiaoyan ; Zhu, Yushu ; Ling, Xin ; Smith, Tom . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:66-76.

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2016Are candlestick trading strategies effective in certain stocks with distinct features?. (2016). Yegen, Eyub ; Atri, Said ; Zhu, Min . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:37:y:2016:i:c:p:116-127.

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2016Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?. (2016). Naifar, Nader ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69.

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2016Are Islamic stock returns predictable? A global perspective. (2016). Sharma, Susan ; Bach, Dinh Hoang ; Westerlund, Joakim ; Narayan, Paresh Kumar . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:210-223.

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2017Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). GUPTA, RANGAN ; Hammoudeh, Shawkat ; Muteba, John W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

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2016Trading session effects on stock returns and their conditional volatility: Firm-level evidence from a European Union accession country. (2016). Balaban, Ercan ; Ozgen, Tolga . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:446:y:2016:i:c:p:264-271.

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2016Evolving dynamics of trading behavior based on coordination game in complex networks. (2016). Bian, Yue-Tang ; Li, Jin-Sheng ; Xu, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:449:y:2016:i:c:p:281-290.

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2017Determining the multi-scale hedge ratios of stock index futures using the lower partial moments method. (2017). Dai, Jun ; Zhao, Shaoquan ; Zhou, Haigang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:502-510.

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2017Time varying international financial integration for GCC stock markets. (2017). Mishra, Anil ; Alotaibi, Abdullah R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:66-78.

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2016The meltdown of the Chinese equity market in the summer of 2015. (2016). Gu, Hongmei ; Liu, Dehong ; Xing, Tiancai . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:504-517.

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2017The dynamic and asymmetric herding behavior of US equity fund managers in the stock market. (2017). Fang, Hao ; Lee, Yen-Hsien ; Shen, Chung-Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:353-369.

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2016Is momentum trading profitable from Shariah compliant stocks?. (2016). , Mamunurrashid ; Ee, Mong Shan ; Li, Bob ; Rashid, Mamunur . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:56-63.

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2016The role of speculation in international futures markets on commodity prices. (2016). Fam, Papa Gueye . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:49-65.

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2016Herding and excessive risk in the American stock market: A sectoral analysis. (2016). Bouraoui, Omar ; Litimi, Houda ; Bensaida, Ahmed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:6-21.

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2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. (2017). Papapostolou, Nikos ; Kyriakou, Ioannis ; Pouliasis, Panos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:104:y:2017:i:c:p:36-51.

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2017The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets. (2017). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hammoudeh, Shawkat ; Hussain, Syed Jawad . In: Working Papers. RePEc:erg:wpaper:1129.

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2016Diversification and Corporate Performance: Evidence from China’s Listed Energy Companies. (2016). Cheng, KE ; Li, Qiming ; Yang, Xiao Guang ; Wang, Wenhuan ; Lou, Yiping . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:10:p:983-:d:79380.

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2017Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices. (2017). Hassan, M. Kabir ; Sohn, Daniel P ; Ngene, Geoffrey M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9552-5.

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2016Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Monash Economics Working Papers. RePEc:mos:moswps:2016-26.

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2016A Study of Herd Behavior Based on the Chinese Stock Market. (2016). Zhang, YU ; Zheng, Xiaosong . In: Journal of Applied Management and Investments. RePEc:ods:journl:v:5:y:2016:i:2:p:131-135.

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2016Brexit concerns, UK and European equities: A lose-lose scenario?. (2016). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70519.

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2016Is uncertainty over Brexit damaging the UK and European equities?. (2016). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70520.

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2016What Explains Herd Behavior in the Chinese Stock Market?. (2016). CHONG, Terence Tai Leung ; Zhu, Chenqi ; Liu, Xiaojin . In: MPRA Paper. RePEc:pra:mprapa:72100.

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2017Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed . In: MPRA Paper. RePEc:pra:mprapa:79443.

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2016The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201619.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2016Analysis of Herding in REITs of an Emerging Market: The Case of Turkey. (2016). GUPTA, RANGAN ; coskun, yener ; Akinsomi, Omokolade. In: Working Papers. RePEc:pre:wpaper:201666.

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2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Apergis, Nicholas ; Bonato, Matteo ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201671.

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2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy . In: Working Papers. RePEc:pre:wpaper:201677.

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2016The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model. (2016). Wohar, Mark ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201681.

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2016Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs. (2016). Lau, Chi Keung ; GUPTA, RANGAN ; coskun, yener ; Marco, Chi Keung ; Akinsomi, Omokolade . In: Working Papers. RePEc:pre:wpaper:201688.

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2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:201712.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; GUPTA, RANGAN ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201742.

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2017Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue ; Ji, Qiang . In: Working Papers. RePEc:pre:wpaper:201759.

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2016Sentimental Herding: The Role of Regional and Global Shocks in Egyptian and Saudi Stock Markets. (2016). Guvercn, Ali . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:160102.

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2017Investing strategies as continuous rising (falling) share prices released. (2017). Wu, Manhwa ; Ni, Yensen ; Huang, Paoyu . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9377-3.

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2017Stock market anomalies: the day of the week effects, evidence from Borsa Istanbul. (2017). Cengiz, Hulya ; Damgaci, Gulizar ; Bilen, omer ; Buyuklu, Ali Hakan . In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:7:y:2017:i:1:d:10.1186_s40497-017-0062-6.

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2017Research on differences of spillover effects between international crude oil price and stock markets in China and America. (2017). Liu, Zhenhua ; Lv, Tao ; Wu, Jys ; Jiang, Xin ; Ding, Zhihua . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:88:y:2017:i:1:d:10.1007_s11069-017-2881-8.

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2016Oil prices and stock returns: nonlinear links across sectors. (2016). Pinho, Carlos ; Madaleno, Mara . In: Portuguese Economic Journal. RePEc:spr:portec:v:15:y:2016:i:2:d:10.1007_s10258-016-0117-6.

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2016The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:tac:wpaper:2015-2016_7.

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2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2017-10.

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Works by Riza Demirer:


YearTitleTypeCited
2014The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings.
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article0
2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors In: The North American Journal of Economics and Finance.
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article8
2006Sequential valuation networks for asymmetric decision problems In: European Journal of Operational Research.
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article2
2015Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review.
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article4
2010The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective In: Energy Economics.
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article25
2012The effect of ethanol listing on corn prices: Evidence from spot and futures markets In: Energy Economics.
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article4
2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics.
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article4
2014Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries.(2014) In: Working Papers.
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2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
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article8
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 8
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2017Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics.
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2005Correlation and return dispersion dynamics in Chinese markets In: International Review of Financial Analysis.
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article5
2015Does the stock market drive herd behavior in commodity futures markets? In: International Review of Financial Analysis.
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article5
2017On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters.
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2006Does herding behavior exist in Chinese stock markets? In: Journal of International Financial Markets, Institutions and Money.
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article52
2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
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article22
2010Do investors herd in emerging stock markets?: Evidence from the Taiwanese market In: Journal of Economic Behavior & Organization.
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article26
2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
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2005Comparisons of short and long hedge performance: the case of Taiwan In: Journal of Multinational Financial Management.
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article5
2015Industry herding and momentum strategies In: Pacific-Basin Finance Journal.
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article1
2015Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? In: Pacific-Basin Finance Journal.
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article2
2015Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal.
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article4
2003Downside risk for short and long hedgers In: International Review of Economics & Finance.
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article17
2014Do ADR investors herd?: Evidence from advanced and emerging markets In: International Review of Economics & Finance.
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article7
2013The conditional relation between dispersion and return In: Review of Financial Economics.
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article1
2013Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets In: Research in International Business and Finance.
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