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Abdullah YALAMA

Personal Details

First Name:Abdullah
Middle Name:
Last Name:Yalama
Suffix:
RePEc Short-ID:pya261
http://iibf.ogu.edu.tr/abdullah
Eskişehir Osmangazi Universitesi İktisadi ve Idari Bilimler Fakultesi Isletme Bolumu B-Blok 2. kat 26480 Meselik Kampusu Eskisehir/Turkiye
+902222393750/1759

Affiliation

(50%) İktisadi ve İdari Bilimler Fakültesi
Osmangazi Üniversitesi

Eskişehir, Turkey
http://iibf.ogu.edu.tr/
RePEc:edi:iiogutr (more details at EDIRC)

(50%) Ekonomi ve Ekonometri Merkezi (EEM)
Boğaziçi Üniversitesi

İstanbul, Turkey
https://cee.boun.edu.tr/
RePEc:edi:cxboutr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dungey, Mardi & Yalama, Abdullah, 2010. "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers 10447, University of Tasmania, Tasmanian School of Business and Economics, revised 01 May 2010.

Articles

  1. Dungey, Mardi & McKenzie, Michael D. & Yalama, Abdullah, 2013. "The cross market effects of short sale restrictions," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 53-71.
  2. Yalama, Abdullah & Celik, Sibel, 2013. "Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market," Economic Modelling, Elsevier, vol. 30(C), pages 67-72.
  3. Abdullah Yalama, 2012. "International Financial Contagion: The Role of the UK," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 26(2), pages 115-129.
  4. Abdullah YALAMA & Ulaş ÜNLÜ, 2010. "The calendar anomalies in IPO returns: Evidence from Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(286), pages 89-109.
  5. Mehmet Emin YILDIZ & Abdullah YALAMA & Güven SEVİL, 2009. "Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(278), pages 25-45.
  6. Ulas UNLU & Birol YILDIZ & Abdullah YALAMA, 2009. "Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 10(1), pages 29-47, December.

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. Dungey, Mardi & Yalama, Abdullah, 2010. "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers 10447, University of Tasmania, Tasmanian School of Business and Economics, revised 01 May 2010.

    Cited by:

    1. Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012. "Contagion in CDS, Banking and Equity Markets," Working Papers Series 293, Central Bank of Brazil, Research Department.
    2. Abdullah Yalama, 2012. "International Financial Contagion: The Role of the UK," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 26(2), pages 115-129.
    3. Dirceu Pereira, 2018. "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 1-44.

Articles

  1. Dungey, Mardi & McKenzie, Michael D. & Yalama, Abdullah, 2013. "The cross market effects of short sale restrictions," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 53-71.

    Cited by:

    1. Dungey, Mardi & Gajurel, Dinesh, 2014. "Contagion and banking crisis — internatonal evidence for 2007-2009," Working Papers 2014-10, University of Tasmania, Tasmanian School of Business and Economics.
    2. Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.

  2. Yalama, Abdullah & Celik, Sibel, 2013. "Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market," Economic Modelling, Elsevier, vol. 30(C), pages 67-72.

    Cited by:

    1. Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, vol. 34(C), pages 61-73.
    2. Shi, Yanlin & Ho, Kin-Yip, 2015. "Modeling high-frequency volatility with three-state FIGARCH models," Economic Modelling, Elsevier, vol. 51(C), pages 473-483.
    3. Baruník, Jozef & Dvořáková, Sylvie, 2015. "An empirical model of fractionally cointegrated daily high and low stock market prices," Economic Modelling, Elsevier, vol. 45(C), pages 193-206.
    4. Shi, Yanlin & Ho, Kin-Yip, 2015. "Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 189-204.
    5. Baruník, Jozef & Hlínková, Michaela, 2016. "Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression," Economic Modelling, Elsevier, vol. 54(C), pages 503-514.
    6. Charfeddine, Lanouar & Ajmi, Ahdi Noomen, 2013. "The Tunisian stock market index volatility: Long memory vs. switching regime," Emerging Markets Review, Elsevier, vol. 16(C), pages 170-182.
    7. Walther, Thomas & Klein, Tony & Thu, Hien Pham & Piontek, Krzysztof, 2017. "True or spurious long memory in European non-EMU currencies," Research in International Business and Finance, Elsevier, vol. 40(C), pages 217-230.
    8. Leandro Maciel, 2020. "Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model," Empirical Economics, Springer, vol. 58(4), pages 1513-1540, April.
    9. Suo, Yuan-Yuan & Wang, Dong-Hua & Li, Sai-Ping, 2015. "Risk estimation of CSI 300 index spot and futures in China from a new perspective," Economic Modelling, Elsevier, vol. 49(C), pages 344-353.
    10. Huang, Zhuo & Liu, Hao & Wang, Tianyi, 2016. "Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model," Economic Modelling, Elsevier, vol. 52(PB), pages 812-821.
    11. Shi, Wendong & Sun, Jingwei, 2016. "Aggregation and long-memory: An analysis based on the discrete Fourier transform," Economic Modelling, Elsevier, vol. 53(C), pages 470-476.
    12. Cevik, Emrah Ismail & Topaloğlu, Gültekin, 2014. "Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği [Long memory and structural breaks on volatility: evidence from Borsa Istanbul]," MPRA Paper 71485, University Library of Munich, Germany, revised 2014.
    13. Bentes, Sónia R., 2014. "Measuring persistence in stock market volatility using the FIGARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 190-197.

  3. Mehmet Emin YILDIZ & Abdullah YALAMA & Güven SEVİL, 2009. "Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(278), pages 25-45.

    Cited by:

    1. Bulent Koksal & Cuneyt Orman, 2014. "Determinants of Capital Structure : Evidence from a Major Developing Economy," Working Papers 1426, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

  4. Ulas UNLU & Birol YILDIZ & Abdullah YALAMA, 2009. "Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 10(1), pages 29-47, December.

    Cited by:

    1. Fatih Macit & Ahmet Sekreter & Selver Seda Ada & Esra Simsek, 2015. "What Determines Post-IPO Market Performance: Evidence From Turkish IPOs," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 4(2), pages 73-79, June.

More information

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Statistics

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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-BEC: Business Economics (1) 2009-10-03

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