Publications & Works

Publication Network
Articles 25
All (25)
SCI-E, SSCI, AHCI (24)
SCI-E, SSCI, AHCI, ESCI (24)
Scopus (24)

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 , vol.84, pp.140-153, 2023 (SSCI, Scopus) identifier

2. Determinants of ICO success and post-ICO performance

Aslan A., Şensoy A., Akdeniz L.
Borsa Istanbul Review , vol.23, no.1, pp.217-239, 2023 (SSCI, Scopus) identifier

3. Retail vs institutional investor attention in the cryptocurrency market

Ozdamar M., Sensoy A., Akdeniz L.
Journal of International Financial Markets, Institutions and Money , vol.81, 2022 (SSCI, Scopus) identifier

4. Lottery-like preferences and the MAX effect in the cryptocurrency market

Ozdamar M., Akdeniz L., Sensoy A.
Financial Innovation , vol.7, no.1, 2021 (SSCI, Scopus) Creative Commons License identifier

5. 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 , vol.40, 2021 (SSCI, Scopus) identifier identifier

6. The effect of tax regulation on firm value: the Turkish case of Allowance for Corporate Equity (ACE) regulation

Ozdamar M., Tanyeri B., Akdeniz L.
Applied Economics Letters , vol.28, no.4, pp.264-268, 2021 (SSCI, Scopus) identifier

7. Do Stock Index Futures Affect Economic Growth? Evidence from 32 Countries

ŞENDENİZ YÜNCÜ İ., Akdeniz L., Aydoğan K.
Emerging Markets Finance and Trade , vol.54, no.2, pp.410-429, 2018 (SSCI, Scopus) Sustainable Development identifier

8. Aggregate volatility expectations and threshold CAPM

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

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

Yayvak B., Akdeniz L., Salih A.
EMERGING MARKETS FINANCE AND TRADE , vol.51, no.4, pp.747-756, 2015 (SSCI, Scopus) Creative Commons License identifier identifier

10. The evolving role of supply chain managers in global channels of distribution and logistics systems

Kiessling T., Harvey M., Akdeniz L.
International Journal of Physical Distribution and Logistics Management , vol.44, pp.671-688, 2014 (SSCI, Scopus) identifier

11. Role of strong versus weak networks in small business growth in an emerging economy

Kozan M. K., Akdeniz L.
Administrative Sciences , vol.4, no.1, pp.35-50, 2014 (Scopus) identifier

12. Foreign Equity Trading and Average Stock-return Volatility

Umutlu M., Akdeniz L., Salih A.
WORLD ECONOMY , vol.36, no.9, pp.1209-1228, 2013 (SSCI, Scopus) Creative Commons License Sustainable Development identifier identifier

13. The equity premium in consumption and production models

Akdeniz L., Dechert W. D.
Macroeconomic Dynamics , vol.16, no.SUPPL. 1, pp.139-148, 2012 (SSCI, Scopus) identifier

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

Yuksel A., Akdeniz L., Salih A.
APPLIED MATHEMATICS AND COMPUTATION , vol.217, no.7, pp.3236-3247, 2010 (SCI-Expanded, SSCI, Scopus) Creative Commons License identifier identifier

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

Umutlu M., Akdeniz L., Salih A.
JOURNAL OF BANKING & FINANCE , vol.34, no.3, pp.509-521, 2010 (SSCI, Scopus) Creative Commons License identifier identifier

16. 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 , vol.60, no.2, pp.122-137, 2010 (SSCI, Scopus) identifier identifier

17. Interdependence of the banking sector and the real sector: Evidence from OECD countries

ŞENDENİZ YÜNCÜ İ., Akdeniz L., Aydoǧan K.
Applied Economics , vol.40, no.6, pp.749-764, 2008 (SSCI, Scopus) identifier

18. The equity premium in Brock's asset pricing model

Akdeniz L., Dechert W. D.
Journal of Economic Dynamics and Control , vol.31, no.7, pp.2263-2292, 2007 (SSCI, Scopus) identifier

19. 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 , vol.27, no.7, pp.617-642, 2007 (SSCI, Scopus) Creative Commons License identifier identifier

20. 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 , vol.376, pp.433-444, 2007 (SCI-Expanded, SSCI, Scopus) Creative Commons License identifier identifier

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

Akdeniz L., Salih A., Caner M.
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS , vol.6, no.4, 2003 (SSCI, Scopus) Creative Commons License identifier 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 , vol.36, no.5, pp.6-26, 2000 (SSCI) identifier

23. 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 , vol.36, no.5, pp.6-26, 2000 (SSCI, Scopus) identifier

24. Risk and return in a dynamic general equilibrium model

Akdeniz L.
Journal of Economic Dynamics and Control , vol.24, no.5-7, pp.1079-1096, 2000 (SSCI, Scopus) identifier

25. Do CAPM results hold in a dynamic economy? A numerical analysis

Akdeniz L., Dechert W. D.
Journal of Economic Dynamics and Control , vol.21, no.6, pp.981-1003, 1997 (SSCI, Scopus) identifier
Books 1

1. Optimal Financial Structure and Economic Growth in Emerging Markets

Akdeniz L.
in: Handbook of Global Financial Markets, Sabri Boubaker, Editor, World Scientific Publishing , Singapore, pp.591-609, 2019
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26

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24

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24

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146

H-Index (WoS)

6

Citation (Scopus)

280

H-Index (Scopus)

9

Open Access

9
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