IDEAS home Printed from https://ideas.repec.org/d/sbtedtr.html

Publications

by members of

TED Üniversitesi → İktisadi ve İdari Bilimler Fakültesi → İşletme Bölümü

TED University → Faculty of Economics and Administrative Sciences → Department of Business Administration

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

  1. Umutlu, M. & Akdeniz, L. & Salih, A.A., 2009, "The Degree of Financial Liberalization and Aggregated Stock-return Volatility in Emerging Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-67.

2008

  1. 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, EcoMod, number 23800121, Jul.

2007

  1. 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, number hal-00354815.

1999

  1. Mehmet Caner & Levent Akdeniz & A. Altay Salih, 1999, "An Empirical Investigation of Time Varying Betas via Threshold Models," Working Papers, Department of Economics, Bilkent University, number 9912.
  2. Ferhan Salman & Aslihan Salih, 1999, "Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 9901.

Journal articles

2022

  1. Yasar, Burze & Sevilay Yılmaz, Işıl & Hatipoğlu, Nurullah & Salih, Aslıhan, 2022, "Stretching the success in reward-based crowdfunding," Journal of Business Research, Elsevier, volume 152, issue C, pages 205-220, DOI: 10.1016/j.jbusres.2022.07.053.

2021

  1. 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, volume 40, issue C, DOI: 10.1016/j.frl.2020.101692.

2020

  1. 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, volume 52, issue 13, pages 1446-1459, March, DOI: 10.1080/00036846.2019.1676386.

2015

  1. Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Akdeniz, Levent, 2015, "Aggregate volatility expectations and threshold CAPM," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 231-253, DOI: 10.1016/j.najef.2015.09.013.

2014

  1. Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç, 2014, "Optimal multi-period consumption and investment with short-sale constraints," Finance Research Letters, Elsevier, volume 11, issue 1, pages 16-24, DOI: 10.1016/j.frl.2013.05.007.
  2. Onan, Mustafa & Salih, Aslihan & Yasar, Burze, 2014, "Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX," Finance Research Letters, Elsevier, volume 11, issue 4, pages 454-462, DOI: 10.1016/j.frl.2014.07.006.

2010

  1. 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, volume 201, issue 3, pages 770-785, March.
  2. 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, volume 34, issue 3, pages 509-521, March.
  3. 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, volume 60, issue 2, pages 122-137, May.

2007

  1. 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, volume 376, issue C, pages 433-444, DOI: 10.1016/j.physa.2006.10.097.
  2. 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., volume 27, issue 7, pages 617-642, July.

2003

  1. 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, volume 6, issue 4, pages 1-18, March, DOI: 10.2202/1558-3708.1101.
  2. Ramazan Gencay & Aslihan Salih, 2003, "Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 73-101, May.

2002

  1. Nekhili, Ramzi & Altay-Salih, Aslihan & Gençay, Ramazan, 2002, "Exploring exchange rate returns at different time horizons," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 313, issue 3, pages 671-682, DOI: 10.1016/S0378-4371(02)00986-X.
  2. Aslihan Altay-Salih & Gulnur Muradoglu & Muhammet Mercan, 2002, "Performance of the efficient frontier in an emerging market setting," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 3, pages 177-183, DOI: 10.1080/13504850110054067.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.