| . |
Akdeniz, Levent's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,390 |
Total
Citations
18 |
|
|
|
|
|
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
|
|
297
(48,838)
|
2
|
|
| |
|
| |
Asset Pricing, Stock Price Volatility, Divident Discount Models
|
|
|
2.
|
|
|
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
|
|
238
(62,478)
|
4
|
|
| |
|
| |
Time-Varying Beta, Threshold, Asset Pricing, CAPM
|
|
|
3.
|
|
|
Arisoy, Yakup Eser
Université Paris-Dauphine - DRM-CEREG Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration Akdeniz, Levent
Bilkent University - Faculty of Business Administration
|
|
223
(66,979)
|
1
|
|
| |
|
| |
volatility risk, straddle returns, asset pricing, conditional factor models
|
|
|
4.
|
|
|
Umutlu, Mehmet
Yasar University 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
|
|
197
(75,995)
|
2
|
|
| |
|
| |
return volatility; ADR; EGARCH; cross listing; emerging markets
|
|
|
5.
|
|
|
Sendeniz-Yuncu, Ilkay
IESEG School of Management Aydogan, Kursat
Bilkent University Akdeniz, Levent
Bilkent University - Faculty of Business Administration
|
|
96
(139,125)
|
|
|
| |
|
| |
Banking sector, real sector, cointegration, causality, variance decomposition, impulse- response function
|
|
|
6.
|
|
Aggregate Volatility and Threshold CAPM
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Arisoy, Yakup Eser
Université Paris-Dauphine - DRM-CEREG Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration Akdeniz, Levent
Bilkent University - Faculty of Business Administration
|
|
Posted:
|
|
28 May 11
|
|
Last Revised:
|
|
09 Oct 12
|
|
85
(150,720)
|
1
|
|
|
|
|
Arisoy, Yakup Eser
Université Paris-Dauphine - DRM-CEREG Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration Akdeniz, Levent
Bilkent University - Faculty of Business Administration
|
|
28
|
1
|
|
| |
|
| |
|
|
|
|
|
|
|
Arisoy, Yakup Eser
Université Paris-Dauphine - DRM-CEREG Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration Akdeniz, Levent
Bilkent University - Faculty of Business Administration
|
|
57
|
1
|
|
| |
|
| |
Aggregate volatility, threshold regression, conditional CAPM, straddle returns, VIX
|
|
|
|
|
|
7.
|
|
|
Umutlu, Mehmet
Yasar University 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
|
|
81
(155,338)
|
7
|
|
| |
|
| |
return volatility, financial liberalization, market integration, volatility decomposition, emerging markets
|
|
|
8.
|
|
|
Dechert, W. Davis
University of Houston - Department of Economics Akdeniz, Levent
Bilkent University - Faculty of Business Administration
|
|
81
(155,338)
|
1
|
|
| |
|
| |
Equity Premium Puzzle, Asset Pricing, Brock's Asset Pricing Model
|
|
|
9.
|
|
|
Akdeniz, Levent
Bilkent University - Faculty of Business Administration Dechert, Davis W.
University of Wisconsin
|
| Posted: |
|
23 Feb 07
|
|
Last Revised:
|
|
20 Jun 08
|
|
58
(187,189)
|
|
|
| |
|
| |
Equity Premium, Asset Pricing, Brock's Asset Pricing Model
|
|
|
10.
|
|
|
Umutlu, Mehmet
Yasar University Akdeniz, Levent
Bilkent University - Faculty of Business Administration Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
|
|
34
(233,477)
|
|
|
| |
|
| |
foreign investors, average volatility, foreign equity trading, volatility decomposition, foreign equity flow
|
|
