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Orhan Erdem

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Orhan Erdem & Elvan Ceyhan & Yusuf Varlı, 2011. "A New Correlation Coefficient for Bivariate Time-Series Data," Working Papers 201101, Murat Sertel Center for Advanced Economic Studies, Istanbul Bilgi University.

    Cited by:

    1. Xu, Paiheng & Zhang, Rong & Deng, Yong, 2017. "A novel weight determination method for time series data aggregation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 42-55.
    2. Li, Hailin, 2015. "Piecewise aggregate representations and lower-bound distance functions for multivariate time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 427(C), pages 10-25.
    3. Marianna Brunetti & Roberta De Luca, 2020. "Pre-selection in Cointegration-based Pairs Trading," CEIS Research Paper 500, Tor Vergata University, CEIS, revised 10 Mar 2021.
    4. Sunil Kumar & Ilyoung Chong, 2018. "Correlation Analysis to Identify the Effective Data in Machine Learning: Prediction of Depressive Disorder and Emotion States," IJERPH, MDPI, vol. 15(12), pages 1-24, December.
    5. Xiao Li & Liping Zhang & Sidong Zeng & Zhenyu Tang & Lina Liu & Qin Zhang & Zhengyang Tang & Xiaojun Hua, 2022. "Predicting Monthly Runoff of the Upper Yangtze River Based on Multiple Machine Learning Models," Sustainability, MDPI, vol. 14(18), pages 1-23, September.
    6. Leena Pasanen & Lasse Holmström, 2017. "Scale space multiresolution correlation analysis for time series data," Computational Statistics, Springer, vol. 32(1), pages 197-218, March.
    7. Contreras-Reyes, Javier E. & Idrovo-Aguirre, Byron J., 2020. "Backcasting and forecasting time series using detrended cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).

Articles

  1. Erdem, Orhan, 2020. "Freedom and stock market performance during Covid-19 outbreak," Finance Research Letters, Elsevier, vol. 36(C).

    Cited by:

    1. Fei Su & Feifan Wang & Yahua Xu, 2025. "Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 32(1), pages 237-266, March.
    2. Ashraf, Badar Nadeem & Goodell, John W., 2022. "The impact of social cohesion on stock market resilience: Evidence from COVID-19," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
    3. Pattanaporn Chatjuthamard & Pavitra Jindahra & Pattarake Sarajoti & Sirimon Treepongkaruna, 2021. "The effect of COVID‐19 on the global stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4923-4953, September.
    4. Isiaka Akande Raifu & Terver Theophilus Kumeka & Alarudeen Aminu, 2021. "Reaction of stock market returns to COVID-19 pandemic and lockdown policy: evidence from Nigerian firms stock returns," Future Business Journal, Springer, vol. 7(1), pages 1-16, December.
    5. Ahmad, Wasim & Kutan, Ali M. & Gupta, Smarth, 2021. "Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 546-557.
    6. Falik Shear & Badar Nadeem Ashraf & Mohsin Sadaqat, 2020. "Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis," Risks, MDPI, vol. 9(1), pages 1-15, December.
    7. Naji Mansour Nomran & Razali Haron, 2021. "The impact of COVID-19 pandemic on Islamic versus conventional stock markets: international evidence from financial markets," Future Business Journal, Springer, vol. 7(1), pages 1-16, December.
    8. Kocaarslan, Baris & Mushtaq, Rizwan, 2024. "The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach," Energy Policy, Elsevier, vol. 184(C).
    9. Ștefan Cristian Gherghina & Daniel Ștefan Armeanu & Camelia Cătălina Joldeș, 2020. "Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis," IJERPH, MDPI, vol. 17(18), pages 1-35, September.
    10. Munusamy Dharani & M. Kabir Hassan & Makeen Huda & Mohammad Zoynul Abedin, 2023. "Covid-19 pandemic and stock returns in India," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(1), pages 251-266, March.
    11. Terver Kumeka & Oluwatosin Adeniyi, 2023. "Stock markets response to contagious disease: Evidence on the impact of COVID‐19 in the three worst hit African economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4476-4499, October.
    12. Christian Beer & Janine Maniora & Christiane Pott, 2023. "COVID-19 pandemic and capital markets: the role of government responses," Journal of Business Economics, Springer, vol. 93(1), pages 11-57, January.
    13. Edgar A. Ghossoub & Andre Harrison & Robert R. Reed, 2024. "Banking concentration, financial openness, and financial development," Contemporary Economic Policy, Western Economic Association International, vol. 42(1), pages 120-159, January.
    14. Rouatbi, Wael & Demir, Ender & Kizys, Renatas & Zaremba, Adam, 2021. "Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world," International Review of Financial Analysis, Elsevier, vol. 77(C).
    15. Pawan Jain & Mohamed Mekhaimer & Ronald W. Spahr & Mark A. Sunderman, 2024. "Freedom of choice impact on country-specific liquidity commonality," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 265-309, July.
    16. Liu, Lian & Nemoto, Naoko & Lu, Changrong, 2023. "The Effect of ESG performance on the stock market during the COVID-19 Pandemic — Evidence from Japan," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 702-712.
    17. Qiu, Zhiyuan & Mou, Yilin & Li, Yutong, 2025. "The impact of rural upbringing on household risky financial asset allocation: An analysis based on CHFS," International Review of Economics & Finance, Elsevier, vol. 97(C).
    18. Yiannis Karavias & Paresh Narayan & Joakim Westerlund, 2021. "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Papers 2111.03035, arXiv.org.
    19. Marco Muscettola, 2024. "Probability of Corporate Bankruptcy over Two Periods of Crisis (2007-2010 vs 2019-2022): Application to Italian Manufacturing SMEs Using a Three Years Rating Model," International Journal of Business and Management, Canadian Center of Science and Education, vol. 19(5), pages 1-85, September.
    20. Engelhardt, Nils & Krause, Miguel & Neukirchen, Daniel & Posch, Peter N., 2021. "Trust and stock market volatility during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 38(C).
    21. Ashraf, Badar Nadeem, 2021. "Stock markets’ reaction to Covid-19: Moderating role of national culture," Finance Research Letters, Elsevier, vol. 41(C).
    22. Gould, John & Sun, Zhiyue & Yang, Joey W., 2024. "ETF MAX and MIN effects," Finance Research Letters, Elsevier, vol. 60(C).
    23. Fasano, Francesco & Javier Sánchez-Vidal, F. & La Rocca, Maurizio, 2022. "The role of government policies for Italian firms during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 50(C).
    24. D’Augusta, Carlo & Grossetti, Francesco, 2023. "How did Covid-19 affect investors’ interpretation of earnings news? The role of accounting conservatism," Finance Research Letters, Elsevier, vol. 52(C).
    25. Kocaarslan, Baris & Soytas, Ugur, 2023. "The role of major markets in predicting the U.S. municipal green bond market performance: New evidence from machine learning models," Technological Forecasting and Social Change, Elsevier, vol. 196(C).
    26. Afees A. Salisu & Ahamuefula E. Ogbonna & Tirimisiyu F. Oloko & Idris A. Adediran, 2021. "A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic," Sustainability, MDPI, vol. 13(6), pages 1-18, March.
    27. Hamzeh F. Assous & Dania Al-Najjar, 2021. "Consequences of COVID-19 on Banking Sector Index: Artificial Neural Network Model," IJFS, MDPI, vol. 9(4), pages 1-16, December.
    28. Fung, Derrick W.H. & Lee, Wing Yan & Yang, Charles C. & Yeh, Jason J.H., 2024. "Risk taking, performance, and resilience to the COVID-19 pandemic: Evidence from public property-casualty insurers," International Review of Financial Analysis, Elsevier, vol. 91(C).
    29. Yin, Huairuo & Tang, Yu & Jin, Hao, 2025. "Sustainability in the supply chain, environmental, social and corporate governance performance, and corporate value," Finance Research Letters, Elsevier, vol. 77(C).
    30. Emrah Koçak & Umit Bulut & Angeliki N. Menegaki, 2022. "The resilience of green firms in the twirl of COVID‐19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach," Business Strategy and the Environment, Wiley Blackwell, vol. 31(1), pages 32-45, January.
    31. Giovanni Cardillo & Ennio Bendinelli & Giuseppe Torluccio, 2023. "COVID‐19, ESG investing, and the resilience of more sustainable stocks: Evidence from European firms," Business Strategy and the Environment, Wiley Blackwell, vol. 32(1), pages 602-623, January.
    32. Liu,Yu & Peng,Mike W. & Wei,Zuobao & Xu,Jian & Xu,L. Colin, 2021. "Organizational Resources, Country Institutions, and National Culture behind Firm Survival and Growth during COVID-19," Policy Research Working Paper Series 9633, The World Bank.
    33. Iyer, Subramanian Rama & Simkins, Betty J., 2022. "COVID-19 and the Economy: Summary of research and future directions," Finance Research Letters, Elsevier, vol. 47(PB).
    34. Shah, Syed Faisal & Albaity, Mohamed, 2022. "The role of trust, investor sentiment, and uncertainty on bank stock return performance: Evidence from the MENA region," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    35. Sakawa, Hideaki & Watanabel, Naoki, 2023. "The impact of the COVID-19 outbreak on Japanese shipping industry: An event study approach," Transport Policy, Elsevier, vol. 130(C), pages 130-140.
    36. Firas Hashem, 2021. "Role of Computerized AIS Applications in Preserving Organizational Financial Performance during COVID19: Moderating Role of Accountants' Experience," International Business Research, Canadian Center of Science and Education, vol. 14(4), pages 1-87, April.
    37. He, Chen & Zhang, Yinliang & Wang, Na, 2025. "Intellectual property financing and enterprise growth," Finance Research Letters, Elsevier, vol. 77(C).
    38. Fang,Sheng & Goh,Chorching & Li,Shaomin & Xu,L. Colin, 2022. "Firm Resources, Strategies, and Survival and Growth during COVID-19: Evidence from Two-WaveGlobal Surveys," Policy Research Working Paper Series 9997, The World Bank.
    39. Zaremba, Adam & Kizys, Renatas & Tzouvanas, Panagiotis & Aharon, David Y. & Demir, Ender, 2021. "The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
    40. Størdal, Ståle & Lien, Gudbrand & Mydland, Ørjan & Haugom, Erik, 2021. "Effects of strong and weak non-pharmaceutical interventions on stock market returns: A comparative analysis of Norway and Sweden during the initial phase of the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 341-350.
    41. Xiangyu Chen & Jittima Tongurai & Pattana Boonchoo, 2024. "Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1035-1063, December.
    42. Baris Kocaarslan & Ugur Soytas, 2021. "The Asymmetric Impact of Funding Liquidity Risk on the Volatility of Stock Portfolios during the COVID-19 Crisis," Sustainability, MDPI, vol. 13(4), pages 1-12, February.
    43. Apergis, Nicholas & Mustafa, Ghulam & Malik, Shafaq, 2023. "The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 27-35.
    44. Kocaarslan, Baris, 2023. "Funding liquidity risk and the volatility of U.S. municipal green bonds during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 58(PD).
    45. Seyed Alireza Athari & Dervis Kirikkaleli & Tomiwa Sunday Adebayo, 2023. "World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1923-1936, April.
    46. Emrah Koçak & Tarik Dogru & Khurram Shehzad & Umit Bulut, 2023. "The economic implications of the COVID-19 outbreak on tourism industry: Empirical evidence from Turkey," Tourism Economics, , vol. 29(3), pages 742-758, May.
    47. Yousaf, Imran, 2021. "Risk transmission from the COVID-19 to metals and energy markets," Resources Policy, Elsevier, vol. 73(C).
    48. Yang, Cai & Wang, Xinyi & Gao, Wang, 2022. "Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    49. Koresh Galil & Eva Varon, 2023. "National Culture and Banks' Stock Market Volatility," Working Papers 2307, Ben-Gurion University of the Negev, Department of Economics.
    50. Νikolaos A. Kyriazis, 2021. "Investigating the nexus between European major and sectoral stock indices, gold and oil during the COVID-19 pandemic," SN Business & Economics, Springer, vol. 1(4), pages 1-12, April.
    51. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko, 2022. "The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    52. Sijia Zhao & Ying Liu & Benfu Lv & Zijian Shangguan, 2022. "How Government Information Release Affect Stock Market during Dramatic Public Health Shocks? The Intermediating Role of Public Sentiment," International Journal of Economics and Financial Issues, Econjournals, vol. 12(3), pages 60-67, May.
    53. Huynh, Nhan & Dao, Anh & Nguyen, Dat, 2021. "Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    54. Brada, Josef C. & Gajewski, Paweł & Kutan, Ali M., 2021. "Economic resiliency and recovery, lessons from the financial crisis for the COVID-19 pandemic: A regional perspective from Central and Eastern Europe," International Review of Financial Analysis, Elsevier, vol. 74(C).
    55. Akila Rubaiyath & Raad Mozib Lalon, 2022. "Investigating the Impact of Bank-specific Determinants on Stock Price of Listed Commercial Banks: Evidence from Emerging Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 13(4), pages 134-142, July.
    56. Huang, Yuxuan & Yang, Shenggang & Zhu, Qi, 2021. "Brand equity and the Covid-19 stock market crash: Evidence from U.S. listed firms," Finance Research Letters, Elsevier, vol. 43(C).
    57. Meena Sharma & Sunita, 2022. "Understanding the Impact of COVID-19 on the Volatility Dynamism of Brics Stock Market," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, vol. 25(2), pages 175-186.
    58. Liu, Xiaoxing & Shehzad, Khurram & Kocak, Emrah & Zaman, Umer, 2022. "Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold," Resources Policy, Elsevier, vol. 79(C).
    59. Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024. "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 469-484.
    60. Srivastava, Jagriti & Gopalakrishnan, Balagopal & Tharyan, Rajesh, 2024. "Product market shock, stakeholder relationships, and trade credit," The British Accounting Review, Elsevier, vol. 56(6).
    61. Emrah Kocak & Fevzi Okumus & Mehmet Altin, 2023. "Global pandemic uncertainty, pandemic discussion and visitor behaviour: A comparative tourism demand estimation for the US," Tourism Economics, , vol. 29(5), pages 1225-1250, August.
    62. Ishak, Norhamiza & Kadir @ Shahar, Hanita & Jiun, Ricky Chia Chee, 2021. "Cyclical Industries’ Stock Performance Reaction during COVID-19: A Systematic Literature Review," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(1), pages 147-158.
    63. Ayhan Kuloğlu, 2021. "Covıd-19 Krizinin Petrol Fiyatları Üzerine Etkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 6(3), pages 710-727.
    64. Jiongye Jin & Jianing Zhang, 2023. "The Stock Performance of Green Bond Issuers During COVID-19 Pandemic: The Case of China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 211-230, March.
    65. Wenmin Wu & Chien-Chiang Lee & Wenwu Xing & Shan-Ju Ho, 2021. "The impact of the COVID-19 outbreak on Chinese-listed tourism stocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-18, December.
    66. Zeravan Abdulmuhsen Asaad & Amjad Saber Al-Delawi, 2022. "Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program," International Journal of Energy Economics and Policy, Econjournals, vol. 12(5), pages 18-30, September.
    67. Wasiuzzaman, Shaista & Haji Abdul Rahman, Hajah Siti Wardah, 2021. "Performance of gold-backed cryptocurrencies during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 43(C).
    68. Jacek Karasinski, 2022. "The Impact of the COVID-19 Outbreak on the Weak-Form Informational Efficiency of the Warsaw Stock Exchange (Wplyw wybuchu epidemii COVID-19 na efektywnosc informacyjna Gieldy Papierow Wartosciowych w ," Research Reports, University of Warsaw, Faculty of Management, vol. 2(37), pages 15-28.
    69. Wasiuzzaman, Shaista & Muhd Azwan, Ayu Nadhirah & Hj Nordin, Aina Nazurah, 2023. "Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020," Emerging Markets Review, Elsevier, vol. 54(C).
    70. Li, Jie & An, Yahui & Wang, Lidan & Zhang, Yongjie, 2022. "Combating the COVID-19 pandemic: The role of disaster experience," Research in International Business and Finance, Elsevier, vol. 60(C).
    71. Aggarwal, Shobhit & Nawn, Samarpan & Dugar, Amish, 2021. "What caused global stock market meltdown during the COVID pandemic–Lockdown stringency or investor panic?," Finance Research Letters, Elsevier, vol. 38(C).
    72. Baris Kocaarslan & Ugur Soytas, 2025. "How do the reserve currency and uncertainties in major markets affect the uncertainty of oil prices over time?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 2016-2041, April.
    73. Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021. "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    74. Muhammad Khalid Anser & Muhammad Azhar Khan & Khalid Zaman & Abdelmohsen A. Nassani & Sameh E. Askar & Muhammad Moinuddin Qazi Abro & Ahmad Kabbani, 2021. "Financial development during COVID-19 pandemic: the role of coronavirus testing and functional labs," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-13, December.
    75. Cakici, Nusret & Zaremba, Adam, 2021. "Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    76. Padhan, Rakesh & Prabheesh, K.P., 2021. "The economics of COVID-19 pandemic: A survey," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 220-237.
    77. Guo, Yaxian & Dong, Bisong, 2025. "Green technology innovation in enterprises and financial market valuation," Finance Research Letters, Elsevier, vol. 75(C).
    78. Maaz Khan & Faheem Aslam & Paulo Ferreira, 2021. "Extreme Value Theory and COVID-19 Pandemic: Evidence from India," Economic Research Guardian, Mutascu Publishing, vol. 11(1), pages 2-10, June.
    79. Jitsawatpaiboon, Kanokrak & Ruan, Xinfeng, 2023. "The COVID-19 risk in the cross-section of equity options," Finance Research Letters, Elsevier, vol. 53(C).
    80. Mishra, Aswini Kumar & Anand K, Kamesh & Venkatasai Kappagantula, Akhil, 2025. "Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    81. Segarra-Blasco, Agustí & Teruel, Mercedes & Cattaruzzo, Sebastiano, 2021. "The economic reaction to non-pharmaceutical interventions during Covid-19," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 592-608.
    82. Anindita Bhattacharjee & Monomita Nandy & Suman Lodh, 2025. "COVID-19 and persistence in the stock market: a study on a leading emerging market," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 22(2), pages 520-531, June.
    83. Shaista Wasiuzzaman, 2022. "Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 350-363, July.
    84. Bongiovanni, Alessio & Fiandrino, Simona, 2024. "Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?," Research in International Business and Finance, Elsevier, vol. 68(C).
    85. Lu, Lijun & Wang, Chengwei & He, Limiao & Li, Juan & Zheng, Yinglong, 2025. "Can government regulation curb excessive on-the-job consumption by corporate executives?," Finance Research Letters, Elsevier, vol. 77(C).

  2. Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren, 2015. "Technology upgrades in emerging equity markets: Effects on liquidity and trading activity," Finance Research Letters, Elsevier, vol. 14(C), pages 87-92.

    Cited by:

    1. Sensoy, Ahmet, 2016. "Commonality in liquidity: Effects of monetary policy and macroeconomic announcements," Finance Research Letters, Elsevier, vol. 16(C), pages 125-131.
    2. Będowska-Sójka, Barbara, 2018. "The coherence of liquidity measures. The evidence from the emerging market," Finance Research Letters, Elsevier, vol. 27(C), pages 118-123.
    3. Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
    4. Priyanka Naik & B G Poornima & Y V Reddy, 2020. "Measuring liquidity in Indian stock market: A dimensional perspective," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-17, September.
    5. Priyanka Naik & Y. V. Reddy, 2021. "Stock Market Liquidity: A Literature Review," SAGE Open, , vol. 11(1), pages 21582440209, January.
    6. Apergis, Nicholas & Dastidar, Sayantan Ghosh, 2024. "Local stock liquidity and local factors: Fresh evidence from US firms across states," Research in International Business and Finance, Elsevier, vol. 67(PA).
    7. Batten, Jonathan A. & Lucey, Brian M. & Peat, Maurice, 2016. "Gold and silver manipulation: What can be empirically verified?," Economic Modelling, Elsevier, vol. 56(C), pages 168-176.

  3. Erdem, Orhan & Ceyhan, Elvan & Varli, Yusuf, 2014. "A new correlation coefficient for bivariate time-series data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 274-284.
    See citations under working paper version above.
  4. Erdem, Orhan & Varli, Yusuf, 2014. "Understanding the sovereign credit ratings of emerging markets," Emerging Markets Review, Elsevier, vol. 20(C), pages 42-57.

    Cited by:

    1. Oliver Takawira & John W. Muteba Mwamba, 2022. "Sovereign Credit Ratings Analysis Using the Logistic Regression Model," Risks, MDPI, vol. 10(4), pages 1-24, March.
    2. Montes, Gabriel Caldas & Maia, João Pedro Neves, 2023. "Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    3. Ben Hmiden, Oussama & Ben Cheikh, Nidhaleddine, 2016. "Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models," Finance Research Letters, Elsevier, vol. 19(C), pages 273-278.
    4. Mikhail Stolbov, 2017. "Determinants of sovereign credit risk: the case of Russia," Post-Communist Economies, Taylor & Francis Journals, vol. 29(1), pages 51-70, January.
    5. Balima, Hippolyte Weneyam, 2020. "Coups d’état and the cost of debt," Journal of Comparative Economics, Elsevier, vol. 48(3), pages 509-528.
    6. Regina Stéphanie Seri, 2021. "How giant discoveries of natural resources impact sovereign debt ratings in developing and emerging countries ?," CERDI Working papers hal-03144330, HAL.
    7. Abdul Rafay & Yang Chen & Muhammad A.B.Naeem & Maham Ijaz, 2018. "Analyzing the Impact of Credit Ratings on Firm Performance and Stock Returns: An Evidence from Taiwan," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 22(3), pages 771-790, Summer.
    8. Huseyin Ozturk & Ersin Namli & Halil Ibrahim Erdal, 2016. "Reducing Overreliance on Sovereign Credit Ratings: Which Model Serves Better?," Computational Economics, Springer;Society for Computational Economics, vol. 48(1), pages 59-81, June.
    9. Gabriel Caldas Montes & Diego Silveira Pacheco Oliveira, 2019. "Central bank transparency and sovereign risk ratings: a panel data approach," International Economics and Economic Policy, Springer, vol. 16(2), pages 417-433, April.
    10. Cuadros-Solas, Pedro Jesús & Salvador Muñoz, Carlos, 2022. "Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC," Research in International Business and Finance, Elsevier, vol. 59(C).
    11. Stefanos Ioannou, 2017. "Credit Rating Downgrades and Sudden Stops of Capital Flows in the Eurozone," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-36, October.
    12. Ozturk, Huseyin & Namli, Ersin & Erdal, Halil Ibrahim, 2016. "Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample," Economic Modelling, Elsevier, vol. 54(C), pages 469-478.
    13. Carlos Uribe-Teran & Santiago Mosquera, 2019. "Structural factors, global shocks and sovereign debt credit ratings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 104-126, January.
    14. Duygun, Meryem & Ozturk, Huseyin & Shaban, Mohamed, 2016. "The role of sovereign credit ratings in fiscal discipline," Emerging Markets Review, Elsevier, vol. 27(C), pages 197-216.
    15. Bales, Kyle & Malikane, Christopher, 2020. "The effect of credit ratings on emerging market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    16. Zamira Oskonbaeva, 2020. "Determinants of credit ratings: evidence from panel discrete model," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 240-247.
    17. Teixeira, João C.A. & Silva, Francisco J.F. & Ferreira, Manuel B.S. & Vieira, José A.C., 2018. "Sovereign credit rating determinants under financial crises," Global Finance Journal, Elsevier, vol. 36(C), pages 1-13.
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  5. Orhan ERDEM, 2007. "Erken ödeme cezası için, %2 oranı yeterli midir?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(258), pages 86-96.

    Cited by:

    1. Nesterova, Kristina (Нестерова, Кристина), 2018. "The Construction of a Global General Equilibrium Model for the Russian Economy Based on International Experience [Построение Глобальной Модели Общего Равновесия Для Российской Экономики На Основе М," Working Papers 021807, Russian Presidential Academy of National Economy and Public Administration.

  6. Orhan Erdem & M. Sanver, 2005. "Minimal monotonic extensions of scoring rules," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 25(1), pages 31-42, October.

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    1. Matías Núñez & M. Remzi Sanver, 2021. "On the subgame perfect implementability of voting rules," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 56(2), pages 421-441, February.
    2. Remzi Sanver, M., 2006. "Nash implementation of the majority rule," Economics Letters, Elsevier, vol. 91(3), pages 369-372, June.
    3. Pablo Amoros, 2008. "Unequivocal Majority and Maskin-Monotonicity," Working Papers 2008-3, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
    4. Sanver, M. Remzi, 2008. "Nash implementability of the plurality rule over restricted domains," Economics Letters, Elsevier, vol. 99(2), pages 298-300, May.
    5. İpek Özkal-Sanver, 2013. "Minimal conversely consistent extension of the men-optimal solution," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 40(1), pages 89-99, January.
    6. M. Remzi Sanver, 2017. "Nash implementing social choice rules with restricted ranges," Review of Economic Design, Springer;Society for Economic Design, vol. 21(1), pages 65-72, March.
    7. Puppe, Clemens & Tasnádi, Attila, 2006. "Nash implementable domains for the Borda count," MPRA Paper 775, University Library of Munich, Germany.
    8. İpek Özkal-Sanver & M. Sanver, 2010. "A new monotonicity condition for tournament solutions," Theory and Decision, Springer, vol. 69(3), pages 439-452, September.
    9. Battal Doğan & Semih Koray, 2015. "Maskin-monotonic scoring rules," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 44(2), pages 423-432, February.
    10. M. Sanver & William Zwicker, 2009. "One-way monotonicity as a form of strategy-proofness," International Journal of Game Theory, Springer;Game Theory Society, vol. 38(4), pages 553-574, November.

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