2
H index
2
i10 index
29
Citations
Pınar Kaya Soylu : Citation Profile
| RESEARCH PRODUCTION: 4 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2016 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pınar Kaya Soylu. | Is cited by:
| Cites to:
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Main data
Where Pınar Kaya Soylu has published?
Recent works citing Pınar Kaya Soylu (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020. Full description at Econpapers || Download paper |
| 2025 | On the return distributions of a basket of cryptocurrencies and subsequent implications. (2025). Brner, Christoph J ; Schmitz, Tim ; Krzinger, Lars M ; Hoffmann, Ingo. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:1:s1090944325000055. Full description at Econpapers || Download paper |
| 2024 | Exploring Calendar Anomalies and Volatility Dynamics in Cryptocurrencies: A Comparative Analysis of Day-of-the-Week Effects before and during the COVID-19 Pandemic. (2024). Sahu, Sonal ; Kim, Jong-Min ; Ramirez, Alejandro Fonseca. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:351-:d:1454951. Full description at Econpapers || Download paper |
| 2024 | Reconstructing Cryptocurrency Processes via Markov Chains. (2024). Barbosa, Paulo ; Arajo, Tanya. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10512-1. Full description at Econpapers || Download paper |
| 2024 | Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?. (2024). Sinha, Pankaj ; Malhotra, Priya. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:13:y:2024:i:1:p:7-24. Full description at Econpapers || Download paper |
| 2025 | Copula-based trading of cointegrated cryptocurrency Pairs. (2025). Witzany, JiÅÃ ; Tadi, Masood. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00702-7. Full description at Econpapers || Download paper |
| 2025 | Market Consistent Valuation for Bitcoin Options With Long Memory in Conditional Volatility and Conditional NonâNormality. (2025). Siu, Tak Kuen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:917-945. Full description at Econpapers || Download paper |
Works by Pınar Kaya Soylu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Volatility transmission among Latin American stock markets under structural breaks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2020 | Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple In: JRFM. [Full Text][Citation analysis] | article | 13 |
| 2024 | The Symmetric and Asymmetric Algorithmic Trading Strategies for the Stablecoins In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2024 | Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team