Publications & Works

Publication Network
Published journal articles indexed by SCI, SSCI, and AHCI

Time-varying risk aversion and currency excess returns

Demirer R., Yuksel A., Yüksel S. A.
Research in International Business and Finance , vol.59, 2022 (SSCI) identifier identifier

Global risk aversion and emerging market return comovements

Demirer R., Omay T., Yuksel A., Yüksel S. A.
Economics Letters , vol.173, pp.118-121, 2018 (SSCI) identifier identifier

A note on the examination of the fisher hypothesis by using panel co-integration tests with break

Omay T., Hasanov M., Yuksel A., Yüksel S. A.
Romanian Journal of Economic Forecasting , vol.19, no.2, pp.13-26, 2016 (SSCI) identifier identifier

An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration

Omay T., Yuksel A., Yüksel S. A.
Journal of International Financial Markets, Institutions and Money , vol.35, pp.18-29, 2015 (SSCI) Creative Commons License identifier identifier

İstanbul Menkul Kıymetler Borsası’nda işlem gören hisse senetlerinin fiyatlandırılmasında likiditenin rolü

Yüksel A., Yüksel A., Doğanay M.
İktisat İşletme ve Finans , vol.25, no.293, pp.69-94, 2010 (SSCI) identifier

Stock returns and volatility: Empirical evidence from fourteen countries

Balaban E., Yüksel A.
Applied Economics Letters , vol.12, no.10, pp.603-611, 2005 (SSCI) identifier

Stock returns, seasonality and asymmetric conditional volatility in world equity markets

Balaban E., Yüksel A., Kan Ö. B.
Applied Economics Letters , vol.8, no.4, pp.263-268, 2001 (SSCI) identifier
Articles Published in Other Journals

The impact of expectations on the co-integration relationship between the stock and REIT markets

Erol U., Yüksel S. A., Yuksel A., Ozturk H.
Global Business and Economics Review , vol.27, no.1, pp.20-42, 2022 (Scopus) Sustainable Development identifier

On the hedging benefits of reits: The role of risk aversion and market states

Demirer R., Yuksel A., Yüksel S. A.
Economics and Business Letters , vol.10, no.2, pp.126-132, 2021 (ESCI) identifier identifier

The U.S. term structure and return volatility in emerging stock markets

Demirer R., Yuksel A., Yüksel S. A.
Journal of Economics and Finance , vol.44, no.4, pp.687-707, 2020 (Scopus) identifier

The US term structure and return volatility in global REIT markets

Demirer R., Gupta R., Yuksel A., Yüksel S. A.
Advances in Decision Sciences , vol.24, no.3, pp.1-25, 2020 (Scopus) identifier

Cointegration and adjustment dynamics of REIT and stock markets during the global financial and European debt crises

Erol U., Yüksel S. A., Yuksel A., Ozturk H.
Global Business and Economics Review , vol.23, no.1, pp.23-49, 2020 (Scopus) Sustainable Development identifier

Oil price uncertainty, global industry returns and active investment strategies

DEMIRER R., YÜKSEL S. A., YÜKSEL A.
JOURNAL OF ECONOMIC ASYMMETRIES , vol.22, pp.1-7, 2020 (Scopus) identifier

Flight to quality and the predictability of reversals: The role of market states and global factors

Demirer R., Yuksel A., Yüksel S. A.
Research in International Business and Finance , vol.42, pp.1445-1454, 2017 (Scopus) identifier identifier

The impact of the global financial crisis on the co-integration relationship between REIT and stock markets: A dynamic co-integration approach

Yüksel S. A., Yuksel A., Erol U., Ozturk H.
INTERNATIONAL JOURNAL OF ECONOMICS AND FINANCE , vol.9, no.7, pp.86-98, 2017 (Peer-Reviewed Journal) Sustainable Development

The Relation Between Global Risk Factors and Sovereign Credit Default Swap Spreads During The European Sovereign Debt Crisis: Evidence From 19 Countries

Yüksel S. A., Yüksel A.
AKDENIZ IIBF DERGISI , vol.17, no.36, pp.1-18, 2017 (Peer-Reviewed Journal) Sustainable Development

The relationship between stock and real estate prices in Turkey: Evidence around the global financial crisis

Yüksel A.
Central Bank Review , vol.16, no.1, pp.33-40, 2016 (Scopus) identifier

Extreme Value Volatility Estimators and Realized Volatility of Istanbul Stock Exchange: Evidence from Emerging Market

Yüksel A., Öztürk H.
INTERNATIONAL JOURNAL OF ECONOMICS AND FINANCE , vol.8, pp.71-83, 2016 (Peer-Reviewed Journal) Sustainable Development

Trading volume and stock market volatility: Evidence from emerging stock markets

Gursoy G., Yuksel A., Yüksel S. A.
Investment Management and Financial Innovations , vol.5, no.4, pp.200-210, 2014 (Scopus) identifier

Credit Spreads during the Global Financial Crisis: Evidence from the Japanese Bond Market

Yüksel A., Yüksel S. A.
Business and Economics Research Journal , vol.5, pp.71-88, 2014 (Peer-Reviewed Journal) Sustainable Development

The relationship between banking sector stock ındex and inflation: Evidence from seven countries

YÜKSEL A., YÜKSEL A.
Yönetim ve Ekonomi: Celal Bayar Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi , vol.20, no.2, pp.37-50, 2013 (Peer-Reviewed Journal) identifier

The Relationship Between Banking Sector Stock Index and Inflation: Evidence From Seven Countries

Yüksel A., Yüksel S. A.
Yönetim ve Ekonomi: Celal Bayar Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi , vol.20, no.2, pp.37-50, 2013 (Peer-Reviewed Journal) Sustainable Development

Pairs Trading with Turkish Stocks

Yüksel S. A., Yüksel A.
Middle Eastern Finance and Economics , pp.38-54, 2010 (Peer-Reviewed Journal) Sustainable Development

Stock return seasonality and the temperature effect

Yuksel A., Yüksel S. A.
International Research Journal of Finance and Economics , vol.34, pp.107-116, 2009 (Scopus) identifier

The Profitability of Pairs Trading in an Emerging Market Setting: Evidence from the Istanbul Stock Exchange

Yüksel A., Yüksel S. A.
Empirical Economics Letters , vol.8, pp.1-5, 2009 (Peer-Reviewed Journal) Sustainable Development

The Link between IPO Underpricing and Trading Volume: Evidence from the Istanbul Stock Exchange

Yüksel S. A., Yuksel A.
The Journal of Entrepreneurial Finance and Business Ventures , vol.11, no.3, pp.57-78, 2006 (Peer-Reviewed Journal)

Forecasting stock market volatility: Further international evidence

Balaban E., Yüksel A., Faff R. W.
European Journal of Finance , vol.12, no.2, pp.171-188, 2006 (Scopus) identifier

Effects of European Union Decisions on the Return Rates of Stocks on the ISE

Yüksel A., Yüksel S. A., Akmut Ö.
Ankara Üniversitesi Siyasal Bilgiler Fakültesi Dergisi , vol.61, no.2, pp.1-16, 2006 (Peer-Reviewed Journal)

Liquidity and price volatility of cross-listed French stocks

Yüksel A., Önder Z.
Applied Financial Economics , vol.15, no.15, pp.1079-1094, 2005 (Scopus) identifier

Day of the Week Effects: Recent Evidence from Nineteen Stock Markets

Yüksel A.
Central Bank Review , vol.2, pp.77-90, 2002 (Peer-Reviewed Journal)
Metrics

Publication

31

Citation (Scopus)

197

H-Index (Scopus)

7

Citiation (TrDizin)

2

H-Index (TrDizin)

1

Citiation (Sum Other)

2

Open Access

1
UN Sustainable Development Goals