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Cihat Sobaci

Personal Details

First Name:Cihat
Middle Name:
Last Name:Sobaci
Suffix:
RePEc Short-ID:pso354
[This author has chosen not to make the email address public]

Affiliation

Araştırma ve İş Geliştirme Bölümü
Borsa İstanbul

İstanbul, Turkey
http://www.borsaistanbul.com/kurumsal/arastirma-ve-is-gelistirme/hakkimizda

: (90 212) 298 2100
(90 212) 298 2189
Reşitpaşa mh. Tuncay Artun Cd. Emirgan, 34467 İstanbul
RePEc:edi:rdisetr (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Sensoy, Ahmet & Sobaci, Cihat, 2014. "Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey," Economic Modelling, Elsevier, vol. 43(C), pages 448-457.
  2. Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar, 2014. "Impact of short selling activity on market dynamics: Evidence from an emerging market," Journal of Financial Stability, Elsevier, vol. 15(C), pages 53-62.

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.

Articles

  1. Sensoy, Ahmet & Sobaci, Cihat, 2014. "Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey," Economic Modelling, Elsevier, vol. 43(C), pages 448-457.

    Cited by:

    1. Umut UYAR & Sinem KANGALLI UYAR & Altan GOKCE, 2016. "Gosterge Faiz Orani Dalgalanmalari Ve Bist Endeksleri Arasindaki Iliskinin Esanli Kantil Regresyon Ile Analizi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 16(4), pages 587-598.
    2. Afees A. Salisu & Umar B. Ndako, 2017. "Modelling stock price-exchange rate nexus in OECD countries - A new perspective," Working Papers 038, Centre for Econometric and Allied Research, University of Ibadan.
    3. Andrieș, Alin Marius & Căpraru, Bogdan & Ihnatov, Iulian & Tiwari, Aviral Kumar, 2017. "The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania," Economic Modelling, Elsevier, vol. 67(C), pages 261-274.
    4. Asep Risman & Ubud Salim & Sumiati Sumiati & Nur Khusniyah Indrawati, 2017. "Commodity Prices, Exchange Rates and Investment on Firm's Value Mediated by Business Risk: A Case from Indonesian Stock Exchange," European Research Studies Journal, European Research Studies Journal, vol. 0(3A), pages 511-524.
    5. Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016. "Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 354-360.

  2. Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar, 2014. "Impact of short selling activity on market dynamics: Evidence from an emerging market," Journal of Financial Stability, Elsevier, vol. 15(C), pages 53-62.

    Cited by:

    1. Peng, Emma Y. & Yan, An & Yan, Meng, 2016. "Accounting accruals, heterogeneous investor beliefs, and stock returns," Journal of Financial Stability, Elsevier, vol. 24(C), pages 88-103.
    2. Baklaci, Hasan F. & Suer, Omur & Yelkenci, Tezer, 2016. "A closer insight into the causality between short selling trades and volatility," Finance Research Letters, Elsevier, vol. 17(C), pages 48-54.
    3. Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016. "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers 4516, Center for Quantitative Economics (CQE), University of Muenster.
    4. Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2015. "Cross-sectoral interactions in Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 32(C), pages 1-20.
    5. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2016. "The 2011 European short sale ban: A cure or a curse?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 115-131.

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