Hulusi Bahcivan
Personal Details
First Name: | Hulusi |
Middle Name: | |
Last Name: | Bahcivan |
Suffix: | |
RePEc Short-ID: | pba2133 |
[This author has chosen not to make the email address public] | |
https://hulusibahcivan.com/ | |
Affiliation
İşletme Bölümü
Boğaziçi Üniversitesi
İstanbul, Turkeyhttp://www.mgmt.boun.edu.tr/
RePEc:edi:dmboutr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Bahcivan, Hulusi & Dam, Lammertjan & Gonenc, Halit, 2023. "New Avenues in Expected Returns," Research Report 2023002-EEF, University of Groningen, FEB Research Institute (FEBRI).
Articles
- Bahcivan, Hulusi & Karahan, Cenk C., 2022. "High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange," International Review of Financial Analysis, Elsevier, vol. 80(C).
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
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Sorry, no citations of working papers recorded.
Articles
- Bahcivan, Hulusi & Karahan, Cenk C., 2022.
"High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange,"
International Review of Financial Analysis, Elsevier, vol. 80(C).
Cited by:
- Kristjanpoller, Werner & Miranda Tabak, Benjamin, 2025. "Day of the week effect on the cryptomarket: A high-frequency asymmetric multifractal analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 658(C).
- Grebe, Leonard & Schiereck, Dirk, 2025. "Day-of-the-week effect: a meta-analysis," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 154180, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Kakran, Shubham & Kumari, Vineeta & Bajaj, Parminder Kaur & Sidhu, Arpit, 2024. "Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Lu Zhang & Lei Hua, 2025. "Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions," Mathematics, MDPI, vol. 13(3), pages 1-40, January.
- Leonard Grebe & Dirk Schiereck, 2024. "Day-of-the-week effect: a meta-analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 1057-1094, December.
More information
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Corrections
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