7
H index
5
i10 index
219
Citations
Aslihan Salih : Citation Profile
TED Üniversitesi | RESEARCH PRODUCTION: 15 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
23 years (1999 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Aslihan Salih. | Is cited by:
| Cites to:
|
Main data
Where Aslihan Salih has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 3 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey | 2 |
Recent works citing Aslihan Salih (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Is institutional herding efficient? Evidence from an investment efficiency and informational network perspective. (2023). Li, Shouwei ; Lu, Shuai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000424. Full description at Econpapers || Download paper |
| 2023 | Machine learning goes global: Cross-sectional return predictability in international stock markets. (2023). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001318. Full description at Econpapers || Download paper |
| 2024 | Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810. Full description at Econpapers || Download paper |
| 2023 | Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121. Full description at Econpapers || Download paper |
| 2024 | Trading activity of VIX futures and options around FOMC announcements. (2024). Yang, Jimmy J ; Tsai, Wei-Che ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539. Full description at Econpapers || Download paper |
| 2023 | Capital market liberalization and opportunistic insider sales: Evidence from China. (2023). Dai, Yunhao ; Wang, LI ; Liu, Xiaojun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s104244312200169x. Full description at Econpapers || Download paper |
| 2023 | Trust and price efficiency. (2023). Ho, Kung-Cheng ; Gong, Yujing ; Li, Jinxian ; Zhang, Cheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001233. Full description at Econpapers || Download paper |
| 2023 | Does smile help detect the UKs price leadership change after MiFID?. (2023). Li, Xiaoxi ; Guo, Qian ; Chen, Jing ; Buckle, Mike. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:756-769. Full description at Econpapers || Download paper |
| 2024 | Determinants of reward crowdfunding success: Evidence from Covid-19 pandemic. (2024). Sherif, Mohamed ; Haniffa, Roszaini ; Elrashidy, Zeinab ; Baroudi, Sarra. In: Technovation. RePEc:eee:techno:v:132:y:2024:i:c:s016649722400035x. Full description at Econpapers || Download paper |
| 2023 | Affiliation rhetoric and digital orientation in crowdfunding appeals. (2023). Sahaym, Arvin ; Bendickson, Joshua S ; Allison, Thomas H ; Creek, Steven A ; Maurer, Joshua D. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523001269. Full description at Econpapers || Download paper |
| 2023 | Impact of COVID-19 Pandemic on Financial Markets: a Global Perspective. (2023). Ullah, Sabeeh. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00970-7. Full description at Econpapers || Download paper |
Works by Aslihan Salih:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | An Empirical Investigation of Time Varying Betas via Threshold Models In: Working Papers. [Citation analysis] | paper | 0 |
| 2003 | Time-Varying Betas Help in Asset Pricing: The Threshold CAPM In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2003 | Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 12 |
| 2015 | Aggregate volatility expectations and threshold CAPM In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2010 | Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 7 |
| 2014 | Optimal multi-period consumption and investment with short-sale constraints In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2014 | Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX In: Finance Research Letters. [Full Text][Citation analysis] | article | 27 |
| 2021 | The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2010 | The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 104 |
| 2009 | The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets.(2009) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 2009 | The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets.(2009) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
| 2022 | Stretching the success in reward-based crowdfunding In: Journal of Business Research. [Full Text][Citation analysis] | article | 2 |
| 2002 | Exploring exchange rate returns at different time horizons In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 21 |
| 2007 | Are stock prices too volatile to be justified by the dividend discount model? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2008 | Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming In: EcoMod2008. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 5 |
| 2007 | Is volatility risk priced in the securities market ? Evidence from S&P 500 index options. In: Post-Print. [Citation analysis] | paper | 4 |
| 2007 | Is volatility risk priced in the securities market? Evidence from S&P 500 index options.(2007) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2002 | Performance of the efficient frontier in an emerging market setting In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2020 | Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 1999 | Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team