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Aslihan Salih

Personal Details

First Name:Aslihan
Middle Name:
Last Name:Salih
RePEc Short-ID:psa1879
[This author has chosen not to make the email address public]


İşletme Bölümü
İktisadi ve İdari Bilimler Fakültesi
TED Üniversitesi

Ankara, Turkey
RePEc:edi:sbtedtr (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.


  1. 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.
  2. 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).
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.

More information

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Co-authorship network on CollEc

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-CBA: Central Banking (1) 2008-08-31
  2. NEP-IFN: International Finance (1) 2008-08-31
  3. NEP-MAC: Macroeconomics (1) 2008-08-31
  4. NEP-MON: Monetary Economics (1) 2008-08-31
  5. NEP-ORE: Operations Research (1) 2008-08-31


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