Mehmet F. Dicle

Loyola University New Orleans - Joseph A. Butt, S.J. College of Business

Associate Professor of Finance

6363 St. Charles Avenue

New Orleans, LA 70118

United States

http://researchforprofit.com

Research ATA, LLC

Research Associate

Mandeville, LA 70448

United States

http://researchata.com

  • Loyola University New Orleans - Joseph A. Butt, S.J. College of Business

  • Research ATA, LLC

SCHOLARLY PAPERS

32

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Scholarly Papers (32)

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1.

Stata for Finance Students

Number of pages: 104 Posted: 01 Sep 2013 Last Revised: 30 Oct 2018
Mehmet F. Dicle
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 5,254 (1,832)

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Stata, finance, data mining, Yahoo! Finance, SEC, Nasdaq

2.

Technical Financial Analysis Tools for Stata

Stata Journal, Volume 17 Number 3: pp. 736-747
Number of pages: 12 Posted: 29 Aug 2013 Last Revised: 31 Jul 2018
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 1,258 (19,693)

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Finance, technical analysis, moving average, Bollinger, MACD, RSI

3.

Casual or Causal Relationships between the U.S. Dollar, Gold, Oil and Equity Markets

Number of pages: 25 Posted: 16 Sep 2011
Ron Christner and Mehmet F. Dicle
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 661 (48,834)
Citation 1

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US Dollar, EURO, British Pound, gold, crude oil, Treasury yield

4.

Content Analysis: Frequency Distribution of Words

Stata Journal, Volume 18 Number 2: pp. 379-386
Number of pages: 12 Posted: 07 Jul 2017 Last Revised: 05 Aug 2018
Mehmet F. Dicle and Betul Dicle
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Research ATA, LLC
Downloads 561 (60,250)
Citation 1

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word counting, frequency distribution, content analysis, word cloud.

5.

Day of the Week Effect in Istanbul Stock Exchange

Scientific Journal of Administrative Development, Vol. 5, 2007
Number of pages: 27 Posted: 18 Sep 2006 Last Revised: 10 May 2009
Mehmet F. Dicle and M. Kabir Hassan
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and University of New Orleans - College of Business Administration - Department of Economics and Finance
Downloads 536 (63,740)

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Market efficiency, ISEC, day-of-the-week effect

6.

Using RFID Technology to Track Attendance

Journal for Economic Educators, Vol. 13, No. 1, pp. 29-38, 2013
Number of pages: 10 Posted: 14 Sep 2011 Last Revised: 07 Nov 2014
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 487 (71,851)

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Electronic attendance, RFID, education

7.

Financial Portfolio Selection using Multi-factor Capital Asset Pricing Model and Importing Options Data

Stata Journal, Vol. 13, No. 3, pp. 603-617, 2013
Number of pages: 13 Posted: 31 Aug 2013 Last Revised: 28 Sep 2013
Mehmet F. Dicle
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 458 (77,490)

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Stata, finance, financial data, multi-factor CAPM, Beta, diversification, portfolio selection, Sharpe, Treynor, options, implied volatility

8.

Importing Financial Data

Stata Journal, Vol. 11, No. 4, pp. 620-626, 2011
Number of pages: 6 Posted: 16 Sep 2011 Last Revised: 30 Aug 2013
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 432 (83,216)
Citation 3

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finance, financial data, stocks, ETF, historical data

9.

The Economic Impact of Airbnb on New Orleans

Number of pages: 21 Posted: 24 Oct 2016
John Levendis and Mehmet F. Dicle
Loyola University New Orleans and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 405 (89,473)
Citation 4

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Airbnb, Economic Impact Study, New Orleans

10.

The Neighborhood Impact of Airbnb on New Orleans

Number of pages: 29 Posted: 24 Oct 2016
John Levendis and Mehmet F. Dicle
Loyola University New Orleans and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 403 (89,967)
Citation 1

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Airbnb, Economic Impact Study, New Orleans

11.

Day-of-the-Week Effect Revisited: International Evidence

Journal of Economics and Finance, July 2014, Volume 38, Issue 3, pp 407-437
Number of pages: 22 Posted: 28 Apr 2009 Last Revised: 02 Oct 2014
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 400 (90,741)
Citation 5

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day-of-the-week effect, market efficiency, market anomaly

12.

Do Risk Factors Matter in the IPO Valuation?

Journal of Financial Regulation and Compliance, Vol. 15, No. 1, pp. 63-89, 2007
Number of pages: 45 Posted: 10 Apr 2007 Last Revised: 11 May 2009
Khaled Abdou and Mehmet F. Dicle
Pennsylvania State University Berks and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 378 (96,900)
Citation 1

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Risk Factors, IPOs, Underpricing, Internet Bubble

13.

Hedging Market Volatility with Gold

Quantitative Finance and Economics, Vol. 1, No. 3, pp. 253-271, 2017
Number of pages: 27 Posted: 03 Nov 2011 Last Revised: 31 Oct 2017
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 375 (97,753)
Citation 1

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Gold, US Treasuries, safety asset, safe haven, volatility

14.

Military Spending and GDP Growth: Is There a General Causal Relationship?

Journal of Comparative Policy Analysis, Vol. 12, No. 3, pp. 311-345, 2010
Number of pages: 26 Posted: 27 Apr 2009 Last Revised: 05 Jul 2017
Betul Dicle and Mehmet F. Dicle
Research ATA, LLC and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 356 (103,708)

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Military spending, defense burden, economic growth

15.

Financial Statement and Ratio Analysis: A Classroom Perspective

Number of pages: 25 Posted: 15 Aug 2018
Mehmet F. Dicle and Jean Meyer
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 325 (114,744)

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Financial statements, financial accounting, stock returns, investor reaction

16.

Estimating Geweke’s (1982) Measure of Instantaneous Feedback

Stata Journal, Vol. 13, No 1, pp. 136-140, 2013
Number of pages: 5 Posted: 15 Sep 2011 Last Revised: 29 Aug 2013
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 285 (131,907)
Citation 1

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Geweke, Granger, Causality, VAR, Time Series, Instantaneous Feedback

17.

A Test of Hedging Alternatives for the US Currency and the US Stock Market

Number of pages: 23 Posted: 03 Nov 2011 Last Revised: 05 Nov 2013
Ron Christner, Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business, Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 278 (135,345)

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US Dollar, Euro, British Pound, volatility, hedging, S&P500, NASDAQ, equity markets, currency markets

18.

Greek Market Efficiency and Its International Integration

Journal of International Financial Markets, Institutions and Money, Vol. 21, No. 2, pp. 229-246, 2010
Number of pages: 22 Posted: 28 Apr 2009 Last Revised: 12 Sep 2011
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 202 (184,667)
Citation 1

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Athens Stock Exchange, market efficiency, market integration, calendar anomalies

19.

Options: Pricing, Usage and the Greeks

Advances in Financial Education, Forthcoming
Number of pages: 13 Posted: 09 Oct 2017 Last Revised: 08 Aug 2018
Mehmet F. Dicle
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 191 (194,281)

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Financial Options, Implied Volatility, Greeks

20.

Market Efficiency and International Diversification: Evidence from India

International Review of Economics and Finance, Vol. 19, No. 2, pp. 313-339, 2010
Number of pages: 42 Posted: 27 Apr 2009 Last Revised: 30 Aug 2013
Mehmet F. Dicle, Aydin Beyhan and Lee J. Yao
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business, Yeditepe University and Loyola University New Orleans
Downloads 168 (217,206)

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Day-of-the-week effect, market efficiency, market anomaly, developing markets, Bombay Stock Exchange, Indian National Exchange, India

21.

Calculating a Portfolio's Beta

Journal of Economics and Finance Education, Forthcoming
Number of pages: 11 Posted: 02 Oct 2017
John Levendis and Mehmet F. Dicle
Loyola University New Orleans and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 127 (272,079)

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Portfolio, CAPM, Beta

22.

The DL-Trading Game

Journal of Financial Education, Vol. 37, 1-2, pp. 55-82, 2011
Number of pages: 26 Posted: 01 Aug 2010 Last Revised: 12 Sep 2011
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 121 (282,101)

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Active Learning, Virtual Stock Markets, Trading Game, Simulation, Computer Aided Instruction, Pedagogy

23.

The Impact of Technological Improvements on Developing Financial Markets: The Case of the Johannesburg Stock Exchange

Review of Development Finance, Volume 3, Issue 4, July–December 2013, Pages 204–213
Number of pages: 22 Posted: 16 Sep 2011 Last Revised: 02 Oct 2014
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 87 (351,305)

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Johannesburg Stock Exchange, market efficiency, market development, structural change

24.

Presidential Approval Models Revisited: A New Perspective

Number of pages: 23 Posted: 16 Sep 2011 Last Revised: 05 Jul 2017
Betul Dicle and Mehmet F. Dicle
Research ATA, LLC and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 75 (383,354)

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Presidential job approval, economic performance, financial markets, financial risk, instantaneous feedback

25.

Importing Presidential Approval Poll Results

Stata Journal, Vol. 12, No. 3, pp. 454-460, 2012
Number of pages: 5 Posted: 16 Sep 2011 Last Revised: 05 Jul 2017
Mehmet F. Dicle and Betul Dicle
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Research ATA, LLC
Downloads 74 (386,186)
Citation 1

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presidential job approval, presidential popularity, U.S. presidents, parse HTML

26.

US Implied Volatility as a Predictor of International Returns

Quantitative Finance and Economics, Vol. 1, Issue: 4, pp. 388-402
Number of pages: 20 Posted: 24 Oct 2017 Last Revised: 21 Dec 2017
Mehmet F. Dicle
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 61 (427,488)

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diversification, implied volatility, VIX, forecasting

27.

IPO Activity and Market Volatility

Journal of Entrepreneurship and Public Policy, Forthcoming
Number of pages: 21 Posted: 27 Sep 2017
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 58 (438,194)

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IPO, volatility, market timing, investor sentiment

28.

Importing US Exchange Rate Data from the Federal Reserve and Standardizing Country Names Across Datasets

Stata Journal, Vol. 13, No. 2, pp. 315-322, 2013
Number of pages: 8 Posted: 31 Aug 2013 Last Revised: 05 Jul 2017
Betul Dicle, John Levendis and Mehmet F. Dicle
Research ATA, LLC, Loyola University New Orleans and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 57 (441,860)

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Stata, fxrates, countrynames, exchange rates, country names, standardization, data management, historical data

29.

Asymmetric Return Response to Expected Risk: Regulatory Response

Number of pages: 14 Posted: 18 Jan 2018
Mehmet F. Dicle and Kendra Reed
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 53 (456,624)

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Investor behavior, risk aversion, regulatory response, circuit breaker

30.

Increasing Return Response to Changes in Risk

Review of Financial Economics, Forthcoming
Number of pages: 33 Posted: 24 Oct 2017 Last Revised: 21 Mar 2018
Mehmet F. Dicle
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Downloads 39 (516,344)
Citation 1

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investor behavior, risk aversion, risk response

31.

Scottish Independence Referendum: Risky or Not?

Number of pages: 16 Posted: 09 Oct 2017
Mehmet F. Dicle and Betul Dicle
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Research ATA, LLC
Downloads 26 (587,374)

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Scotland, Referendum, Market Volatility, Market Risk

32.

Comment on Johnson and Soenen (2004): The US Stock Market and the International Value of the US Dollar

Journal of Economics and Business, Volume 69, September–October 2013, Page 101-108
Number of pages: 12 Posted: 29 Aug 2013 Last Revised: 02 Oct 2014
Mehmet F. Dicle and John Levendis
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and Loyola University New Orleans
Downloads 20 (627,494)

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Stock market, US Dollar, Equity, instantaneous causality

Other Papers (1)

Total Downloads: 107
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1.

Intraday Trading Patterns and Commonality in Liquidity

Number of pages: 22 Posted: 12 Sep 2011
Mehmet F. Dicle and Tarun K. Mukherjee
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business and University of New Orleans
Downloads 107

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Liquidity, commonality, U-shape, intraday trading