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Erdinc Altay

Personal Details

First Name:Erdinc
Middle Name:
Last Name:Altay
Suffix:
RePEc Short-ID:pal60
Istanbul University Iktisat Fakultesi Isletme Bolumu - Beyazit 34452 Istanbul - TURKIYE
0090 212 440 00 00

Affiliation

İktisat Fakültesi
İstanbul Üniversitesi

İstanbul, Turkey
http://iktisat.istanbul.edu.tr/

:


RePEc:edi:ifisttr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

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

Articles

  1. Erdinç ALTAY & Burcay YASAR AKCALI, 2012. "The Analysis Of The Relation Between Investor Risk Appetite And Stock Market Crises In Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 6(1), pages 45-79.
  2. Engin CETINKAYA & Erdinc ALTAY, 2012. "Financial Crises Contagion: Analysis of the Crise Contagion on the Conditional Volatility of ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 6(2), pages 185-223.
  3. Erdinç Altay, 2008. "Herding in Capital Markets: Analysis of Herding Towards the Market in ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 2(1), pages 27-58.

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

    Cited by:

    1. Daxue Wang, 2006. "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006 182, Society for Computational Economics.

  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.

    Cited by:

    1. Faruque, Muhammad U, 2011. "An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh," MPRA Paper 38675, University Library of Munich, Germany.
    2. Padrón, Yaiza García & Boza, Juan García, 2006. "Which are the Risk Factors in the Pricing of Personal Pension in Spain?," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 60(2), November.

Articles

    Sorry, no citations of articles recorded.

More information

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Featured entries

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  1. Turkish Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (2) 2003-07-21 2003-08-17
  2. NEP-EEC: European Economics (1) 2003-07-21
  3. NEP-ETS: Econometric Time Series (1) 2003-08-17
  4. NEP-FMK: Financial Markets (1) 2003-08-17

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