Publications
by members of
İşletme Bölümü
İktisadi ve İdari Bilimler Fakültesi
TED Üniversitesi
Ankara, Turkey
(Department of Business Administration, Faculty of Economics and Administrative Sciences, TED University)
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
2009
- Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009.
"The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets,"
Discussion Paper
2009-67, Tilburg University, Center for Economic Research.
- Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan, 2010. "The degree of financial liberalization and aggregated stock-return volatility in emerging markets," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 509-521, March.
- Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009. "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Other publications TiSEM 33c2d6de-346d-4575-bb25-b, Tilburg University, School of Economics and Management.
2008
- Ferhan SALMAN & Tolga CASKURLU & Mustafa PINAR & Aslihan SALIH, 2008.
"Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming,"
EcoMod2008
23800121, EcoMod.
- Tolga Caskurlu & Mustafa C. Pinar & Aslihan Salih & Ferhan Salman, 2008. "Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming," Working Papers 0806, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
2007
- Y.E. Arisoy & A. Salih & L. Akdeniz, 2007.
"Is volatility risk priced in the securities market ? Evidence from S&P 500 index options,"
Post-Print
hal-00354815, HAL.
- Yakup Eser Arisoy & Aslihan Salih & Levent Akdeniz, 2007. "Is volatility risk priced in the securities market? Evidence from S&P 500 index options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(7), pages 617-642, July.
1999
- Mehmet Caner & Levent Akdeniz & A. Altay Salih, 1999. "An Empirical Investigation of Time Varying Betas via Threshold Models," Working Papers 9912, Department of Economics, Bilkent University.
- Ferhan Salman & Aslihan Salih, 1999. "Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting," Working Papers 9901, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Journal articles
2022
- Yasar, Burze & Sevilay Yılmaz, Işıl & Hatipoğlu, Nurullah & Salih, Aslıhan, 2022. "Stretching the success in reward-based crowdfunding," Journal of Business Research, Elsevier, vol. 152(C), pages 205-220.
2021
- Iqbal, Muhammad Sabeeh & Salih, Aslihan & Akdeniz, Levent, 2021. "The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons," Finance Research Letters, Elsevier, vol. 40(C).
2020
- Murat Tiniç & Aslıhan Salih, 2020. "Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul," Applied Economics, Taylor & Francis Journals, vol. 52(13), pages 1446-1459, March.
2015
- Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Akdeniz, Levent, 2015.
"Aggregate volatility expectations and threshold CAPM,"
The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 231-253.
- Eser Arisoy & Aslihan Altay-Salih & Levent Akdeniz, 2015. "Aggregate Volatility Expectations and Threshold CAPM," Post-Print hal-01634175, HAL.
2014
- Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç, 2014.
"Optimal multi-period consumption and investment with short-sale constraints,"
Finance Research Letters, Elsevier, vol. 11(1), pages 16-24.
- Eser Arisoy & Aslihan Altay-Salih & Mustafa Pinar, 2014. "Optimal Multi-Period Consumption and Investment with Short-Sale Constraints," Post-Print hal-01634168, HAL.
- Onan, Mustafa & Salih, Aslihan & Yasar, Burze, 2014. "Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX," Finance Research Letters, Elsevier, vol. 11(4), pages 454-462.
2010
- PInar, Mustafa Ç. & Salih, AslIhan & CamcI, Ahmet, 2010. "Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming," European Journal of Operational Research, Elsevier, vol. 201(3), pages 770-785, March.
- Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan, 2010.
"The degree of financial liberalization and aggregated stock-return volatility in emerging markets,"
Journal of Banking & Finance, Elsevier, vol. 34(3), pages 509-521, March.
- Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009. "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Other publications TiSEM 33c2d6de-346d-4575-bb25-b, Tilburg University, School of Economics and Management.
- Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009. "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Discussion Paper 2009-67, Tilburg University, Center for Economic Research.
- Mehmet Umutlu & Aslihan Altay-Salih, 2010. "Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(2), pages 122-137, May.
2007
- Akdeniz, Levent & Salih, Aslıhan Altay & Ok, Süleyman Tuluğ, 2007. "Are stock prices too volatile to be justified by the dividend discount model?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 433-444.
- Yakup Eser Arisoy & Aslihan Salih & Levent Akdeniz, 2007.
"Is volatility risk priced in the securities market? Evidence from S&P 500 index options,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(7), pages 617-642, July.
- Y.E. Arisoy & A. Salih & L. Akdeniz, 2007. "Is volatility risk priced in the securities market ? Evidence from S&P 500 index options," Post-Print hal-00354815, HAL.
2003
- Akdeniz Levent & Altay-Salih Aslihan & Caner Mehmet, 2003. "Time-Varying Betas Help in Asset Pricing: The Threshold CAPM," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(4), pages 1-18, March.
- Ramazan Gencay & Aslihan Salih, 2003. "Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 73-101, May.
2002
- Nekhili, Ramzi & Altay-Salih, Aslihan & Gençay, Ramazan, 2002. "Exploring exchange rate returns at different time horizons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 313(3), pages 671-682.
- Aslihan Altay-Salih & Gulnur Muradoglu & Muhammet Mercan, 2002. "Performance of the efficient frontier in an emerging market setting," Applied Economics Letters, Taylor & Francis Journals, vol. 9(3), pages 177-183.