6
H index
3
i10 index
133
Citations
Aslihan Salih : Citation Profile
TED Üniversitesi | RESEARCH PRODUCTION: 11 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1999 - 2020). 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:
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Main data
Where Aslihan Salih has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 2 |
| 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 (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Coronavirus and financial volatility: 40 days of fasting and fear. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.04005. Full description at Econpapers || Download paper |
| 2020 | The behavior of stock market prices throughout the episodes of capital inflows. (2020). SEVIL, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472. Full description at Econpapers || Download paper |
| 2020 | Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul. (2020). Elik, Gulah Gener. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-20. Full description at Econpapers || Download paper |
| 2020 | Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510. Full description at Econpapers || Download paper |
| 2020 | Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534. Full description at Econpapers || Download paper |
| 2020 | The cross-section of industry equity returns and global tactical asset allocation across regions and industries. (2020). Bengitoz, Pelin ; Umutlu, Mehmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302180. Full description at Econpapers || Download paper |
| 2021 | COVID-19 and the United States financial markets’ volatility. (2021). Albulescu, Claudiu. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303202. Full description at Econpapers || Download paper |
| 2021 | Aggregate volatility risk: International evidence. (2021). Peterburgsky, Stanley. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301012. Full description at Econpapers || Download paper |
| 2020 | Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Yang, Lin ; Liu, Jing ; Ma, Feng ; Wang, LU. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694. Full description at Econpapers || Download paper |
| 2020 | Government R&D subsidies, information asymmetry, and the role of foreign investors: Evidence from a quasi-natural experiment on the shanghai-hong kong stock connect. (2020). Zhou, Zhao ; Hu, Die ; Wang, Yuandi ; Chen, YU. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309884. Full description at Econpapers || Download paper |
| 2020 | Coronavirus and financial volatility: 40 days of fasting and fear. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02501814. Full description at Econpapers || Download paper |
| 2020 | The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: MPRA Paper. RePEc:pra:mprapa:102027. Full description at Econpapers || Download paper |
| 2020 | The comparative African regional economics of globalization in financial allocation efficiency: the pre-crisis era revisited. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0166-9. Full description at Econpapers || Download paper |
Works by Aslihan Salih:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Time-Varying Betas Help in Asset Pricing: The Threshold CAPM In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2015 | Aggregate volatility expectations and threshold CAPM In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 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 | 6 |
| 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 | 10 |
| 2010 | The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 83 |
| 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 another version. Agregated cites: 83 | 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 another version. Agregated cites: 83 | paper | |
| 2002 | Exploring exchange rate returns at different time horizons In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
| 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 | 0 |
| 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 another version. Agregated cites: 0 | paper | |
| 2007 | Is volatility risk priced in the securities market ? Evidence from S&P 500 index options. In: Post-Print. [Citation analysis] | paper | 3 |
| 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 another version. Agregated cites: 3 | article | |
| 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 | 6 |
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