7
H index
5
i10 index
208
Citations
TED Üniversitesi | 7 H index 5 i10 index 208 Citations RESEARCH PRODUCTION: 15 Articles 7 Papers RESEARCH ACTIVITY: 23 years (1999 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psa1879 |
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: |
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 |
Year | Title of citing document |
---|---|
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 |
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 | 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 |
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 |
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 | 22 |
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 | 23 |
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 | 0 |
2010 | The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 99 |
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: 99 | 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: 99 | paper | |
2022 | Stretching the success in reward-based crowdfunding In: Journal of Business Research. [Full Text][Citation analysis] | article | 1 |
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 | 4 |
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. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team