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Salih, Aslihan Altay's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,107 |
Total
Citations
17 |
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1.
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Muradoglu, Yaz Gulnur
City University London - Sir John Cass Business School Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration Mercan, Muhammet
Yapi Kredi Yatirim - Research Department
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819
(12,687)
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Behavioural finance, subjective forecasts, efficient, portfolio
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2.
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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
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296
(48,955)
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2
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Asset Pricing, Stock Price Volatility, Divident Discount Models
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3.
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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
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238
(62,399)
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4
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Time-Varying Beta, Threshold, Asset Pricing, CAPM
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4.
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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
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223
(66,892)
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1
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volatility risk, straddle returns, asset pricing, conditional factor models
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5.
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Umutlu, Mehmet
Yasar University Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration Akdeniz, Levent
Bilkent University - Faculty of Business Administration
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26 Feb 07
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Last Revised:
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23 Apr 10
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197
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2
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return volatility; ADR; EGARCH; cross listing; emerging markets
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6.
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Arisoy, Yakup Eser
Université Paris-Dauphine - DRM-CEREG Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration Pinar, Mustafa
Bilkent University - Department of Industrial Engineering
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11 Jan 09
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Last Revised:
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15 Mar 11
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134
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short-sale constraints, CCAPM, options, pricing
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7.
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Aggregate Volatility and Threshold CAPM
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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
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Posted:
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28 May 11
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Last Revised:
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09 Oct 12
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85
(150,538)
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1
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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
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28
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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
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57
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1
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Aggregate volatility, threshold regression, conditional CAPM, straddle returns, VIX
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8.
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Umutlu, Mehmet
Yasar University Akdeniz, Levent
Bilkent University - Faculty of Business Administration Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
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10 Sep 09
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Last Revised:
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07 May 13
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81
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7
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return volatility, financial liberalization, market integration, volatility decomposition, emerging markets
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9.
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Umutlu, Mehmet
Yasar University Akdeniz, Levent
Bilkent University - Faculty of Business Administration Salih, Aslihan Altay
Bilkent University - Faculty of Business Administration
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34
(233,177)
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foreign investors, average volatility, foreign equity trading, volatility decomposition, foreign equity flow
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