Aslihan Salih : Citation Profile


Are you Aslihan Salih?

TED Üniversitesi

7

H index

5

i10 index

208

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: 5.    Total self citations: 2 (0.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1879
   Updated: 2024-01-16    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 (6)

Gradojevic, Nikola (4)

Spyromitros, Eleftherios (4)

Sidiropoulos, Moise (4)

Papadamou, Stephanos (4)

CAI, ZONGWU (4)

Kočenda, Evžen (3)

Vacha, Lukas (3)

Albulescu, Claudiu (3)

Cites to:

Campbell, John (16)

Harvey, Campbell (12)

Bollerslev, Tim (10)

Fama, Eugene (8)

French, Kenneth (7)

Shiller, Robert (7)

Bekaert, Geert (6)

Ferson, Wayne (5)

Diebold, Francis (5)

merton, robert (5)

Lettau, Martin (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
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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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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.

Full description at Econpapers || Download paper

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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article22
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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article23
2021The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2010The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance.
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article99
2009The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets.(2009) In: Discussion Paper.
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This paper has nother version. Agregated cites: 99
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: 99
paper
2022Stretching the success in reward-based crowdfunding In: Journal of Business Research.
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article1
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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article4
2007Is volatility risk priced in the securities market ? Evidence from S&P 500 index options. In: Post-Print.
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paper4
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 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

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