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Levent Akdeniz

SSRN Author Rank: 16,935 by Downloads and 17,883 by Citations

 

Bilkent University - Faculty of Business Administration


 06533 Bilkent, Ankara
 Turkey
 email address

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. Levent Akdeniz's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,993
Total
Citations
18
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
Ok, Suleyman Tulug
Bilkent University - Faculty of Business Administration
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Posted:
17 Jun 06
328
(63,860)
2

2.  
Time-Varying Betas Help in Asset Pricing: The Threshold CAPM | Show Abstract | Download This Paper | Open PDF in Browser |
Studies in Nonlinear Dynamics and Econometrics, Vol. 6, 2003
Number of Pages in PDF File: 24
Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
Caner, Mehmet
North Carolina State University - Department of Economics
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Posted:
19 Jun 06
265
(78,576)
5

3.  
Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Futures Markets, Vol. 27, No. 7, 617–642, 2007,
Number of Pages in PDF File: 45
Arisoy, Yakup Eser
Université Paris Dauphine - DRM Finance
Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Posted:
14 Jun 06
Last Revised:
07 Apr 16
239
(32,803)
1

4.  
Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets? | Show Abstract | Download This Paper | Open PDF in Browser |
Finance a Uver-Czech Journal of Economics and Finance, Forthcoming
Number of Pages in PDF File: 16
Umutlu, Mehmet
Yasar University - Department of International Trade and Finance
Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Posted:
26 Feb 07
Last Revised:
23 Apr 10
212
(102,125)
2

5.  
Aggregate Volatility Expectations and Threshold CAPM | Show Abstract | Download This Paper | Open PDF in Browser |
North American Journal of Economics and Finance, Vol. 34, 231–253, 2015 ,
Number of Pages in PDF File: 49
Arisoy, Yakup Eser
Université Paris Dauphine - DRM Finance
Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Posted:
28 May 11
Last Revised:
07 Apr 16
163
(133,969)
1

6.  
Sendeniz-Yuncu, Ilkay
Middle East Technical University
Aydogan, Kursat
Bilkent University
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Posted:
19 Jun 06
102
(192,045)
 

7.  
The Degree of Financial Liberalization and Aggregated Stock-Return Volatility in Emerging Markets | Show Abstract | Download This Paper | Open PDF in Browser |
CentER Discussion Paper Series No. 2009-67, Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 58
Umutlu, Mehmet
Yasar University - Department of International Trade and Finance
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
Posted:
10 Sep 09
Last Revised:
07 May 13
99
(190,776)
6

8.  
The Equity Premium in Brock's Asset Pricing Model | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Forthcoming
Number of Pages in PDF File: 38
Dechert, W. Davis
University of Houston - Department of Economics
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Posted:
17 Jun 06
87
(207,235)
1

9.  
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Dechert, Davis W.
University of Wisconsin
Posted:
23 Feb 07
Last Revised:
20 Jun 08
60
(262,660)
 

10.   Incl. Electronic Paper
Umutlu, Mehmet
Yasar University - Department of International Trade and Finance
Akdeniz, Levent
Bilkent University - Faculty of Business Administration
Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
Posted:
26 Feb 12
Last Revised:
13 Sep 13
55
(276,197)
 


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