7
H index
5
i10 index
243
Citations
TED Üniversitesi | 7 H index 5 i10 index 243 Citations RESEARCH PRODUCTION: 15 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
|---|---|
| 2025 | The behavior of stock market prices throughout the episodes of capital inflows. (2020). Sevil, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472. Full description at Econpapers || Download paper |
| 2024 | How does liberalization affect emerging stock markets? Theories and empirical evidence. (2024). Hoang, Bao Trung ; Mateus, Cesario. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:877-898. Full description at Econpapers || Download paper |
| 2024 | Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810. Full description at Econpapers || Download paper |
| 2025 | Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967. Full description at Econpapers || Download paper |
| 2024 | How do stock markets in emerging economies respond to World Bank loan approvals?. (2024). Kilby, Christopher ; Kersting, Erasmus. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400102x. Full description at Econpapers || Download paper |
| 2025 | The impact of interest rate liberalization on loan pricing efficiency: Theory and evidence. (2025). Liu, Jianxiong ; Chen, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002947. Full description at Econpapers || Download paper |
| 2024 | Trading activity of VIX futures and options around FOMC announcements. (2024). Tsai, Wei-Che ; Yang, Jimmy J ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539. Full description at Econpapers || Download paper |
| 2024 | Stock price spillovers from foreign institutional investor divestment: Evidence from BlackRocks closure of the China Flexible Equity Fund. (2024). Pan, Changchun ; Song, Yuhang ; Jin, Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006264. Full description at Econpapers || Download paper |
| 2025 | Environmental orientation, regional innovation, and equity crowdfunding campaigns’ outcomes: Evidence from two Italian platforms. (2025). Capo, Francesca ; Scali, Elena ; Maffiola, Kevin Pirazzi ; D'Angelo, Viviana. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014314. Full description at Econpapers || Download paper |
| 2025 | Financial ambiguity and the flow of public information. (2025). Ayoub, Mahmoud ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325008037. Full description at Econpapers || Download paper |
| 2025 | Promoting efficiency through openness: Internationalization of capital markets and enterprises’ overseas investment efficiency. (2025). Cheng, Zhengtao ; Ding, Yong ; Xiong, Ding. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s1544612325012528. Full description at Econpapers || Download paper |
| 2025 | Mutual fund herding and delisting risk: Evidence from China. (2025). Jiang, Yuxiang ; Song, Qinhao ; Yang, LU. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325013558. Full description at Econpapers || Download paper |
| 2025 | Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development?. (2025). Batten, Jonathan ; Ryu, Doojin ; Nam, Hyun-Jung. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001431. Full description at Econpapers || Download paper |
| 2024 | The volatility of capital flows in emerging markets: Measures and determinants. (2024). Pagliari, Maria Sole ; Hannan, Swarnali Ahmed. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000822. Full description at Econpapers || Download paper |
| 2025 | Foreign investor trading, local investor mimicry and stock price volatility. (2025). Gao, Yuanyuwei ; Zheng, Xingxin ; Zhao, Xiangyang ; Li, Haitong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002124. Full description at Econpapers || Download paper |
| 2024 | The impact of macroeconomic announcements on risk, preference, and risk premium. (2024). Kiriu, Takuya ; Hibiki, Norio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:842-857. Full description at Econpapers || Download paper |
| 2024 | Determinants of reward crowdfunding success: Evidence from Covid-19 pandemic. (2024). Elrashidy, Zeinab ; Baroudi, Sarra ; Haniffa, Roszaini ; Sherif, Mohamed. In: Technovation. RePEc:eee:techno:v:132:y:2024:i:c:s016649722400035x. Full description at Econpapers || Download paper |
| 2026 | Saying enough vs saying too much: Lessons on optimizing project risk description for crowdfunding success in developing countries. (2026). Olabode, Oluwaseun E ; Adeniji, James ; Essuman, Dominic. In: Technovation. RePEc:eee:techno:v:149:y:2026:i:c:s0166497225001865. Full description at Econpapers || Download paper |
| 2025 | Good Corporate Governance, Market Stock Liquidity, and Stock Return Volatility: French Context. (2025). Daliy, Imed ; Mouna, Aloui ; Anis, Jarboui. In: International Journal of Finance, Insurance and Risk Management. RePEc:ers:ijfirm:v:15:y:2025:i:1:p:03-36. Full description at Econpapers || Download paper |
| 2024 | Role of consistent regime-specific policies in recovering the negative relationship between financial development and economic growth. (2024). Khan, Muhammad Arshad ; Rahman, Abdul. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:4:d:10.1007_s10644-024-09722-w. Full description at Econpapers || Download paper |
| 2024 | Foreign Institutional Ownership and Firm Value: Evidence of “Locust Foreign Capital” in Brazil. (2024). Pestana, Pedro Cesar ; Maganini, Natalia Diniz ; Sheng, Hsia Hua ; Caixe, Daniel Ferreira. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:2:p:310-327. Full description at Econpapers || Download paper |
| 2024 | Unlocking the black box: Non-parametric option pricing before and during COVID-19. (2024). Gradojevic, Nikola ; Kukolj, Dragan. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04578-7. Full description at Econpapers || Download paper |
| 2025 | How emotional cues affect the financing performance in rewarded crowdfunding? - an insight into multimodal data analysis. (2025). Yang, Xin ; Du, Mengmeng ; Chen, Jun. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:5:d:10.1007_s10660-024-09841-6. Full description at Econpapers || Download paper |
| 2025 | Success or failure of online crowdfunding: exploring the impact of project characteristics and market competition. (2025). Wang, Mohan ; Zhang, Jiaying ; Peng, Cheng ; Yi, Tianyun. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:6:d:10.1007_s10660-024-09884-9. Full description at Econpapers || Download paper |
| 2026 | The power of entrepreneurs’ image disclosure in crowdfunding success. (2026). Makina, Daniel ; Sibindi, Athenia Bongani ; Mamaro, Lenny Phulong. In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:16:y:2026:i:1:d:10.1007_s40497-026-00514-2. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis. (2024). Iqbal, Najaf ; Liu, Guangrui ; Bouri, Elie ; Kumar, Ashish. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:975-995. 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 | 13 |
| 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 | 30 |
| 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 | 2 |
| 2010 | The degree of financial liberalization and aggregated stock-return volatility in emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 116 |
| 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: 116 | 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: 116 | paper | |
| 2022 | Stretching the success in reward-based crowdfunding In: Journal of Business Research. [Full Text][Citation analysis] | article | 7 |
| 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 | 5 |
| 2007 | Is volatility risk priced in the securities market ? Evidence from S&P 500 index options. In: Post-Print. [Citation analysis] | paper | 5 |
| 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: 5 | 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 |
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