Aslihan Salih : Citation Profile


Are you Aslihan Salih?

TED √úniversitesi

6

H index

2

i10 index

132

Citations

RESEARCH PRODUCTION:

11

Articles

6

Papers

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 6
   Journals where Aslihan Salih has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/psa1879
   Updated: 2021-02-20    RAS profile:    
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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:

Asongu, Simplice (26)

Tchamyou, Vanessa (8)

Spyromitros, Eleftherios (4)

Papadamou, Stephanos (4)

Sidiropoulos, Moise (4)

Balli, Faruk (3)

Gradojevic, Nikola (3)

CAI, ZONGWU (2)

ALOY, Marcel (2)

Umutlu, Mehmet (2)

Ghassan, Hassan (2)

Cites to:

Campbell, John (16)

Bollerslev, Tim (9)

Harvey, Campbell (9)

Shiller, Robert (7)

French, Kenneth (6)

Bekaert, Geert (6)

Fama, Eugene (6)

merton, robert (5)

Ang, Andrew (4)

Engle, Robert (4)

Jagannathan, Ravi (4)

Main data


Where Aslihan Salih has published?


Journals with more than one article published# docs
Finance Research Letters2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey2

Recent works citing Aslihan Salih (2021 and 2020)


YearTitle of citing document
2020Coronavirus and financial volatility: 40 days of fasting and fear. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.04005.

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2020The behavior of stock market prices throughout the episodes of capital inflows. (2020). SEVIL, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472.

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2020Volatility 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.

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2020Happiness 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.

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2020Dependent 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.

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2020The 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.

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2020Forecasting 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.

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2020Government 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.

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2020Coronavirus and financial volatility: 40 days of fasting and fear. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02501814.

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2020The 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.

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2020The 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.

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Works by Aslihan Salih:


YearTitleTypeCited
2003Time-Varying Betas Help in Asset Pricing: The Threshold CAPM In: Studies in Nonlinear Dynamics & Econometrics.
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article6
2003Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures In: Annals of Economics and Finance.
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article4
2015Aggregate volatility expectations and threshold CAPM In: The North American Journal of Economics and Finance.
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article1
2010Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming In: European Journal of Operational Research.
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article6
2014Optimal multi-period consumption and investment with short-sale constraints In: Finance Research Letters.
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article0
2014Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX In: Finance Research Letters.
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article9
2010The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance.
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article84
2009The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets.(2009) In: Discussion Paper.
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This paper has another version. Agregated cites: 84
paper
2009The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets.(2009) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 84
paper
2002Exploring exchange rate returns at different time horizons In: Physica A: Statistical Mechanics and its Applications.
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article14
2007Are stock prices too volatile to be justified by the dividend discount model? In: Physica A: Statistical Mechanics and its Applications.
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article0
2008Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming In: EcoMod2008.
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paper0
2008Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2007Is volatility risk priced in the securities market ? Evidence from S&P 500 index options. In: Post-Print.
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paper2
2007Is volatility risk priced in the securities market? Evidence from S&P 500 index options.(2007) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 2
article
2020Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul In: Applied Economics.
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article0
1999Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting In: Working Papers.
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paper6

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