Yayınlar & Eserler

Yayın Ağı

SCI, SSCI ve AHCI İndekslerine Giren Dergilerde Yayınlanan Makaleler

Institutions and the book-to-market effect: The role of investment horizon

Iqbal M. S., Salih A., Akdeniz L.
International Review of Economics and Finance , cilt.84, ss.140-153, 2023 (SSCI) identifier

Stretching the success in reward-based crowdfunding

Yaşar B., Sevilay Yılmaz I. S., Hatipoğlu N., Salih A.
Journal of Business Research , cilt.152, ss.205-220, 2022 (SSCI) identifier identifier

The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons

Iqbal M. S., Salih A., Akdeniz L.
FINANCE RESEARCH LETTERS , cilt.40, 2021 (SSCI) identifier identifier

Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul

Tinic M., Salih A.
APPLIED ECONOMICS , cilt.52, sa.13, ss.1446-1459, 2019 (SSCI) Creative Commons License identifier identifier

Aggregate volatility expectations and threshold CAPM

Arisoy Y. E., Salih A., Akdeniz L.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE , cilt.34, ss.231-253, 2015 (SSCI) Creative Commons License identifier identifier

Do Time-Varying Betas Help in Asset Pricing? Evidence from Borsa Istanbul

Yayvak B., Akdeniz L., Salih A.
EMERGING MARKETS FINANCE AND TRADE , cilt.51, sa.4, ss.747-756, 2015 (SSCI) Creative Commons License identifier identifier

Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX

Onan M., Salih A., Yaşar B.
FINANCE RESEARCH LETTERS , cilt.11, sa.4, ss.454-462, 2014 (SSCI) Creative Commons License identifier identifier

Optimal multi-period consumption and investment with short-sale constraints

Arisoy Y. E., Salih A., Pinar M. C.
FINANCE RESEARCH LETTERS , cilt.11, sa.1, ss.16-24, 2014 (SSCI) Creative Commons License identifier identifier

Foreign Equity Trading and Average Stock-return Volatility

Umutlu M., Akdeniz L., Salih A.
WORLD ECONOMY , cilt.36, sa.9, ss.1209-1228, 2013 (SSCI) Creative Commons License Sürdürülebilir Kalkınma identifier identifier

On the performance of West's bubble test: A simulation approach

Yuksel A., Akdeniz L., Salih A.
APPLIED MATHEMATICS AND COMPUTATION , cilt.217, sa.7, ss.3236-3247, 2010 (SCI-Expanded) Creative Commons License identifier identifier

The degree of financial liberalization and aggregated stock-return volatility in emerging markets

Umutlu M., Akdeniz L., Salih A.
JOURNAL OF BANKING & FINANCE , cilt.34, sa.3, ss.509-521, 2010 (SSCI) Creative Commons License identifier identifier

Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming

Pinar M. C., Salih A., Camci A.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH , cilt.201, sa.3, ss.770-785, 2010 (SCI-Expanded) Creative Commons License identifier identifier

Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?

Umutlu M., Salih A., Akdeniz L.
FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE , cilt.60, sa.2, ss.122-137, 2010 (SSCI) identifier identifier

Is volatility risk priced in the securities market? Evidence from S&P 500 index options

Arisoy Y. E., Salih A., Akdeniz L.
JOURNAL OF FUTURES MARKETS , cilt.27, sa.7, ss.617-642, 2007 (SSCI) Creative Commons License identifier identifier

Are stock prices too volatile to be justified by the dividend discount model?

Akdeniz L., Salih A., Ok S. T.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS , cilt.376, ss.433-444, 2007 (SCI-Expanded) Creative Commons License identifier identifier

Constrained nonlinear programming for volatility estimation with GARCH models

Salih A., Pincar M., Leyffer S.
SIAM REVIEW , cilt.45, sa.3, ss.485-503, 2003 (SCI-Expanded) Creative Commons License identifier identifier

Time-varying betas help in asset pricing: The threshold CAPM

Akdeniz L., Salih A., Caner M.
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS , cilt.6, sa.4, 2003 (SSCI) Creative Commons License identifier identifier

Exploring exchange rate returns at different time horizons

Nekhili R., Salih A., Gencay R.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS , cilt.313, sa.3-4, ss.671-682, 2002 (SCI-Expanded) Creative Commons License identifier identifier

Performance of the efficient frontier in an emerging market setting

Salih A., Muradoglu G., Mercan M.
APPLIED ECONOMICS LETTERS , cilt.9, sa.3, ss.177-183, 2002 (SSCI) Creative Commons License identifier

A cross-section of expected stock returns on the Istanbul stock exchange

Akdeniz L., Salih A., Aydogan K.
Russian and East European Finance and Trade , cilt.36, sa.5, ss.6-26, 2000 (SSCI) identifier

A cross-section of expected stock returns on the Istanbul stock exchange

Akdeniz L., Salih A., Aydogan K.
RUSSIAN AND EAST EUROPEAN FINANCE AND TRADE , cilt.36, sa.5, ss.6-26, 2000 (SSCI) identifier

Diğer Dergilerde Yayınlanan Makaleler

Degree of mispricing with the black-scholes model and nonparametric cures

Gençay R., Salih A.
Annals of Economics and Finance , cilt.4, sa.1, ss.73-101, 2003 (Scopus) identifier

Hakemli Kongre / Sempozyum Bildiri Kitaplarında Yer Alan Yayınlar

Financing social enterprises in Turkey: opportunities and barriers.

Yaşar B., Yılmaz I. S., Salih A.

Determinants of Implied Volatility Slope of S&P 500 Options

YAŞAR B., SALİH A.
EFMA 2015, Amsterdam, Hollanda, 24 - 27 Haziran 2015

Metrikler

Yayın

24

Atıf (WoS)

208

H-İndeks (WoS)

8

Atıf (Scopus)

309

H-İndeks (Scopus)

9

Proje

8

Açık Erişim

15
BM Sürdürülebilir Kalkınma Amaçları