Aslihan Salih : Citation Profile


Are you Aslihan Salih?

TED Üniversitesi

7

H index

5

i10 index

219

Citations

RESEARCH PRODUCTION:

15

Articles

7

Papers

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 9
   Journals where Aslihan Salih has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (0.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1879
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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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)

Umutlu, Mehmet (7)

Gradojevic, Nikola (4)

Sidiropoulos, Moise (4)

Papadamou, Stephanos (4)

CAI, ZONGWU (4)

Spyromitros, Eleftherios (4)

Albulescu, Claudiu (3)

Baruník, Jozef (3)

Balli, Faruk (3)

Cites to:

Campbell, John (17)

Harvey, Campbell (12)

Bollerslev, Tim (10)

Fama, Eugene (8)

French, Kenneth (7)

Shiller, Robert (7)

Bekaert, Geert (6)

Lettau, Martin (5)

Diebold, Francis (5)

merton, robert (5)

Ferson, Wayne (5)

Main data


Where Aslihan Salih has published?


Journals with more than one article published# docs
Finance Research Letters3
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 (2024 and 2023)


YearTitle of citing document
2023Is 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.

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2023Machine 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.

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2024Has 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.

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2023Extreme 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.

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2024Trading 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.

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2023Capital 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.

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2023Trust 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.

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2023Does 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.

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2024Determinants 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.

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2023Affiliation 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.

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2023Impact 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.

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Works by Aslihan Salih:


YearTitleTypeCited
1999An Empirical Investigation of Time Varying Betas via Threshold Models In: Working Papers.
[Citation analysis]
paper0
2003Time-Varying Betas Help in Asset Pricing: The Threshold CAPM In: Studies in Nonlinear Dynamics & Econometrics.
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article21
2003Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures In: Annals of Economics and Finance.
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article12
2015Aggregate volatility expectations and threshold CAPM In: The North American Journal of Economics and Finance.
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article3
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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article7
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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article27
2021The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons In: Finance Research Letters.
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article1
2010The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance.
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article104
2009The 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
2009The 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
2022Stretching the success in reward-based crowdfunding In: Journal of Business Research.
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article2
2002Exploring exchange rate returns at different time horizons In: Physica A: Statistical Mechanics and its Applications.
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article21
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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article4
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 nother version. Agregated cites: 0
paper
2010Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? In: Czech Journal of Economics and Finance (Finance a uver).
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article5
2007Is volatility risk priced in the securities market ? Evidence from S&P 500 index options. In: Post-Print.
[Citation analysis]
paper4
2007Is 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
2002Performance of the efficient frontier in an emerging market setting In: Applied Economics Letters.
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article1
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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paper7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team