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Information about:
Erdinc Altay

Personal Details | Affiliation | Works
This is information that was supplied by Erdinc Altay in registering through RePEc. If you are Erdinc Altay , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Erdinc
Middle Name:
Last Name: Altay
Suffix:

RePEc Short-ID: pal60

Email:
Homepage:
Postal Address: Istanbul University Iktisat Fakultesi Maliye Bolumu - Isletme Anabilim Dali Beyazid 34452 Istanbul - TURKIYE
Phone: 0090 212 440 00 00

Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Erdinc Altay, 2003. "Cross-Autocorrelation between Small and Large Cap Portfolios in the German and Turkish Stock Markets," Finance 0308005, EconWPA. [Downloadable!]

  2. Erdinc Altay, 2003. "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance 0307006, EconWPA. [Downloadable!]

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2003-07-21 2003-08-17 Author is listed
  2. NEP-EEC: European Economics (1) 2003-07-21 Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2003-08-17 Author is listed
  4. NEP-FMK: Financial Markets (1) 2003-08-17 Author is listed
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This page was last updated on 2009-11-29.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.