Yayınlar & Eserler

Yayın Ağı
Makaleler 22
Tümü (22)
SCI-E, SSCI, AHCI (21)
SCI-E, SSCI, AHCI, ESCI (21)
Scopus (21)

1. 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, Scopus) identifier

2. 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, Scopus) identifier identifier

3. 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, Scopus) identifier identifier

4. 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, Scopus) Creative Commons License identifier identifier

5. 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, Scopus) Creative Commons License identifier identifier

6. 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, Scopus) Creative Commons License identifier identifier

7. 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, Scopus) Creative Commons License identifier identifier

8. 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, Scopus) Creative Commons License identifier identifier

9. 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, Scopus) Creative Commons License Sürdürülebilir Kalkınma identifier identifier

10. 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, SSCI, Scopus) Creative Commons License identifier identifier

11. 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, Scopus) Creative Commons License identifier identifier

12. 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, SSCI, Scopus) Creative Commons License identifier identifier

13. 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, Scopus) identifier identifier

14. 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, Scopus) Creative Commons License identifier identifier

15. 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, SSCI, Scopus) Creative Commons License identifier identifier

16. 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, SSCI, Scopus) Creative Commons License identifier identifier

17. 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

18. 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, Scopus) Creative Commons License identifier identifier

19. 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, Scopus) Creative Commons License identifier identifier

20. 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, Scopus) Creative Commons License identifier

21. 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

22. 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, Scopus) identifier
Hakemli Bilimsel Toplantılarda Yayımlanmış Bildiriler 2

1. Financing social enterprises in Turkey: opportunities and barriers.

Yaşar B., Yılmaz I. S., Salih A.

2. Determinants of Implied Volatility Slope of S&P 500 Options

YAŞAR B., SALİH A.
EFMA 2015, Amsterdam, Hollanda, 24 - 27 Haziran 2015, (Tam Metin Bildiri)
Metrikler

Yayın

24

Yayın (WoS)

21

Yayın (Scopus)

21

Atıf (WoS)

206

H-İndeks (WoS)

8

Atıf (Scopus)

309

H-İndeks (Scopus)

9

Proje

8

Açık Erişim

15
BM Sürdürülebilir Kalkınma Amaçları