Author Page for Riza Demirer

On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-Scale Indicators

Quantitative Finance, Forthcoming.

Number of pages: 18 Posted: 28 Nov 2017 Last Revised: 23 Sep 2018

Riza Demirer, Guilherme Demos, Rangan Gupta and Didier Sornette

Southern Illinois University Edwardsville - Department of Economics & Finance, ETH Zürich, University of Pretoria - Department of Economics and Risks-X, Southern University of Science and Technology (SUSTech)

Downloads 609 (68,954)

Citation 1

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2.

Commodity Financialization and Herd Behavior in Commodity Futures Markets

International Review of Financial Analysis, Vol. 39, 2015

Number of pages: 28 Posted: 17 May 2013 Last Revised: 28 Apr 2015

Riza Demirer, Hsiang-Tai Lee and Donald D. Lien

Southern Illinois University Edwardsville - Department of Economics & Finance, National Chi Nan University - Department of Finance and University of Texas at San Antonio - College of Business - Department of Economics

Downloads 269 (175,428)

Citation 2

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3.

On the Short-Term Predictability of Stock Returns: A Quantile Boosting Approach

Number of pages: 15 Posted: 17 Oct 2016

Riza Demirer, Christian Pierdzioch and Huacheng Zhang

Southern Illinois University Edwardsville - Department of Economics & Finance, University of the German Federal Armed Forces - Department of Economics and Nottingham University Business School

Downloads 204 (228,890)

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4.

Market Regimes and Herding Behavior in Chinese A and B Shares

Number of pages: 41 Posted: 22 Sep 2012

Mehmet Balcilar, Riza Demirer and Shawkat M. Hammoudeh

Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance and Drexel University - Lebow College of Business

Downloads 202 (230,842)

Citation 1

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5.

Green Investments: A Luxury Good or a Financial Necessity?

Number of pages: 25 Posted: 04 Jun 2021

Imran Yousaf, Tahir Suleman and Riza Demirer

Wenzhou-Kean University - College of Business and Public Management, Wellington Institute of Technology and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 201 (231,881)

Citation 4

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6.

Economic Policy Uncertainty and Institutional Investment Returns: The Case of New Zealand

Number of pages: 35 Posted: 13 Apr 2022

Sara Ali, Ihsan Badshah, Riza Demirer and Prasad Hegde

Auckland University of Technology, Auckland University of Technology, Southern Illinois University Edwardsville - Department of Economics & Finance and Auckland University of Technology

Downloads 161 (281,231)

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7.

Impact of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul

Emerging Markets Finance and Trade, Vol. 51, 2015

Number of pages: 34 Posted: 07 Nov 2013 Last Revised: 28 Apr 2015

Mehmet Balcilar and Riza Demirer

Eastern Mediterranean University and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 150 (298,161)

Citation 3

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8.

Risk and Return in the Chinese Stock Market: Does Equity Return Dispersion Proxy Risk?

Pacific-Basin Finance Journal, Vol. 33, 2015

Number of pages: 34 Posted: 28 Apr 2015

Chun-Da Chen, Riza Demirer and Shrikant P. Jategaonkar

Lamar University, Southern Illinois University Edwardsville - Department of Economics & Finance and SIUE

Downloads 140 (315,154)

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9.

Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets

Number of pages: 40 Posted: 18 Sep 2012

Mehmet Balcilar, Riza Demirer and Shawkat M. Hammoudeh

Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance and Drexel University - Lebow College of Business

Downloads 136 (322,307)

Citation 9

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10.

Time-Varying Risk Aversion and Currency Excess Returns

Number of pages: 32 Posted: 06 Apr 2021

Riza Demirer, Asli Yuksel and Sadettin Aydin Yuksel

Southern Illinois University Edwardsville - Department of Economics & Finance, Isik University and Isik University-Department of Management

Downloads 130 (335,527)

Citation 1

Abstract:

11.

Oil Price Risk Exposure and the Cross-Section of Stock Returns: The Case of Net Exporting Countries

Energy Economics, Vol. 49, 2015

Number of pages: 37 Posted: 28 Apr 2015

Riza Demirer, Shrikant P. Jategaonkar and Ahmed A.A. Khalifa

Southern Illinois University Edwardsville - Department of Economics & Finance, SIUE and King Fahd University of Petroleum & Minerals (KFUPM)

Downloads 129 (335,527)

Citation 3

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12.

Herding and Flash Events: Evidence From the 2010 Flash Crash

Finance Research Letters, 2019

Number of pages: 9 Posted: 02 Nov 2018 Last Revised: 28 Dec 2018

Riza Demirer, Karyl Leggio and Donald D. Lien

Southern Illinois University Edwardsville - Department of Economics & Finance, Loyola University Maryland and University of Texas at San Antonio - College of Business - Department of Economics

Downloads 126 (341,392)

Citation 1

Abstract:

13.

Oil Price Shocks, Global Financial Markets and Their Connectedness

Energy Economics, Forthcoming

Number of pages: 37 Posted: 21 Feb 2020 Last Revised: 20 Apr 2020

Riza Demirer, Roman Ferrer Lapeña and Syed Jawad Hussain Shahzad

Southern Illinois University Edwardsville - Department of Economics & Finance, Faculty of Economics. University of Valencia and Montpellier Business School

Downloads 125 (343,417)

Citation 2

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14.

Is There a Role for Islamic Bonds in Global Diversification Strategies? An Empirical Analysis of Risk Transmissions and Dynamic Correlations

Number of pages: 36 Posted: 28 Apr 2015

Mehmet Balcilar, Gözde Çerçi and Riza Demirer

Eastern Mediterranean University, Çukurova University and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 123 (347,590)

Citation 1

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15.

Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?

Number of pages: 40 Posted: 10 Jan 2013

Mehmet Balcilar, Riza Demirer, Shawkat M. Hammoudeh and Ahmed A.A. Khalifa

Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance, Drexel University - Lebow College of Business and King Fahd University of Petroleum & Minerals (KFUPM)

Downloads 121 (351,775)

Citation 8

Abstract:

16.

Forecasting Realized Stock-Market Volatility: Do Industry Returns Have Predictive Value?

Number of pages: 38 Posted: 28 Jan 2021

Riza Demirer, Rangan Gupta and Christian Pierdzioch

Southern Illinois University Edwardsville - Department of Economics & Finance, University of Pretoria - Department of Economics and University of the German Federal Armed Forces - Department of Economics

Downloads 117 (360,315)

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17.

Does Economic Policy Uncertainty Connect Financial Markets? Evidence from Oil and Commodity Currencies

Number of pages: 39 Posted: 09 Jan 2019

§ Claudiu Albulescu, Riza Demirer, Ibrahim Raheem and Aviral Kumar Tiwari

Management Department, Politehnica University of Timisoara, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Kent - Department of Economics and Rajagiri Business School

Downloads 114 (367,047)

Citation 3

Abstract:

18.

Climate Uncertainty and Information Transmissions Across the Conventional and ESG Assets

Number of pages: 34 Posted: 01 Sep 2022

Oğuzhan Çepni, Riza Demirer, Linh Pham and Lavinia Rognone

Copenhagen Business School, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Central Oklahoma - Department of Economics and University of Manchester - Alliance Manchester Business School

Downloads 111 (373,966)

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19.

The Effect of Economic Policy Uncertainty on Stock-Commodity Correlations and its Implications on Optimal Hedging

Number of pages: 24 Posted: 11 Sep 2018

Ihsan Badshah, Riza Demirer and Tahir Suleman

Auckland University of Technology, Southern Illinois University Edwardsville - Department of Economics & Finance and Wellington Institute of Technology

Downloads 111 (373,966)

Citation 4

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20.

The Conditional Relation between Dispersion and Return

Review of Financial Economics, Forthcoming

Number of pages: 37 Posted: 19 Apr 2013

Riza Demirer and Shrikant P. Jategaonkar

Southern Illinois University Edwardsville - Department of Economics & Finance and SIUE

Downloads 109 (378,737)

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21.

Oil Beta Uncertainty and Global Stock Returns

Number of pages: 39 Posted: 28 Feb 2022

Chun-Da Chen and Riza Demirer

Lamar University and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 98 (412,675)

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22.

Commodity-Currencies or Currency-Commodities: Evidence from Causality Tests

Resources Policy, 2019

Number of pages: 20 Posted: 04 Mar 2018 Last Revised: 28 Dec 2018

Ariel R. Belasen and Riza Demirer

Southern Illinois University - Department of Economics and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 95 (415,587)

Citation 5

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23.

Investor Sentiment and Crash Risk in Safe Havens

Number of pages: 19 Posted: 14 Feb 2018

Adnen Ben Nasr, Matteo Bonato, Riza Demirer and Rangan Gupta

Laboratoire BESTMOD, University of Johannesburg - Department of Economics and Econometrics, Southern Illinois University Edwardsville - Department of Economics & Finance and University of Pretoria - Department of Economics

Downloads 93 (421,281)

Citation 1

Abstract:

24.

Does Speculation in the Oil Market Drive Investor Herding in Net Exporting Nations?

Number of pages: 34 Posted: 06 Apr 2016

Mehmet Balcilar, Riza Demirer and Talat Ulussever

Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance and King Fahd University of Petroleum & Minerals (KFUPM) - Department of Finance & Economics (FINEC)

Downloads 93 (421,281)

Citation 1

Abstract:

25.

Oil and Stock Market Momentum

Energy Economics 68, 151-159 (2017).

Number of pages: 33 Posted: 11 Oct 2017 Last Revised: 23 Sep 2018

Chun-Da Chen, Chiao-Ming Cheng and Riza Demirer

Lamar University, ?ZhiDao Investment Management and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 91 (427,191)

Abstract:

26.

Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach

Number of pages: 32 Posted: 15 Jun 2016

Matteo Bonato, Riza Demirer, Rangan Gupta and Christian Pierdzioch

University of Johannesburg - Department of Economics and Econometrics, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Pretoria - Department of Economics and University of the German Federal Armed Forces - Department of Economics

Downloads 89 (433,083)

Abstract:

27.

Anti-Herding by Hedge Funds, Idiosyncratic Volatility and Expected Returns

Number of pages: 33 Posted: 04 Mar 2022

Sara Ali, Ihsan Badshah and Riza Demirer

Auckland University of Technology, Auckland University of Technology and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 81 (458,273)

Abstract:

28.

Can Advanced Markets Help Diversify Risks in Frontier Stock Markets? Evidence from Gulf Arab Stock Markets

Research in International Business and Finance, Forthcoming

Number of pages: 37 Posted: 22 Sep 2012 Last Revised: 11 Apr 2013

Riza Demirer

Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 70 (497,296)

Abstract:

29.

Oil Price Shocks and Cost of Capital: Does Market Liquidity Play a Role?

Number of pages: 39 Posted: 29 Jun 2022

Tina Prodromou and Riza Demirer

The University of Wollongong and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 66 (516,929)

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30.

Monetary Policy and Speculative Spillovers in Financial Markets

Number of pages: 21 Posted: 12 May 2020

Riza Demirer, David Gabauer and Rangan Gupta

Southern Illinois University Edwardsville - Department of Economics & Finance, Software Competence Center Hagenberg and University of Pretoria - Department of Economics

Downloads 65 (516,929)

Abstract:

31.

The Profitability of Herding: Evidence from Taiwan

Managerial Finance, Forthcoming

Number of pages: 24 Posted: 27 Nov 2017

Chun-Da Chen and Riza Demirer

Lamar University and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 57 (551,158)

Abstract:

32.

A Note on the Technology Herd: Evidence from Large Institutional Investors

Review of Behavioral Finance, Forthcoming

Number of pages: 17 Posted: 20 Mar 2018

Esin Cakan, Riza Demirer, Rangan Gupta and Josine Uwilingiye

University of New Haven - Economics, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Pretoria - Department of Economics and University of Johannesburg

Downloads 52 (574,550)

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33.

Regional and Global Spillovers and Diversification Opportunities in the GCC-Wide Equity Sectors Across Market Regimes

Number of pages: 45 Posted: 28 May 2014

Mehmet Balcilar, Riza Demirer and Shawkat M. Hammoudeh

Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance and Drexel University - Lebow College of Business

Downloads 51 (579,443)

Citation 1

Abstract:

34.

Cross-Border Capital Flows and Information Spillovers across the Equity and Currency Markets in Emerging Economies

Number of pages: 37 Posted: 10 May 2021

Deven Bathia, Riza Demirer, Roman Ferrer Lapeña and Ibrahim Raheem

Queen Mary University of London, Southern Illinois University Edwardsville - Department of Economics & Finance, Faculty of Economics. University of Valencia and University of Ibadan - Department of Economics

Downloads 46 (604,970)

Abstract:

35.

The U.S. Term Structure and Return Volatility in Emerging Stock Markets

Number of pages: 32 Posted: 01 Apr 2019

Riza Demirer, Asli Yuksel and Sadettin Aydin Yuksel

Southern Illinois University Edwardsville - Department of Economics & Finance, Isik University and Isik University-Department of Management

Downloads 43 (621,353)

Abstract:

36.

Economic Policy Uncertainty and Fund Flow Performance Sensitivity: Evidence from New Zealand

Number of pages: 12 Posted: 27 Jun 2022

Sara Ali, Ihsan Badshah, Riza Demirer and Prasad Hegde

Auckland University of Technology, Auckland University of Technology, Southern Illinois University Edwardsville - Department of Economics & Finance and Auckland University of Technology

Downloads 42 (626,906)

Abstract:

37.

Presidential Cycles and Time-Varying Bond-Stock Market Correlations: Evidence from More than Two Centuries of Data

Economics Letters 167, 36-39, 2018.

Number of pages: 11 Posted: 15 Mar 2018 Last Revised: 23 Sep 2018

Riza Demirer and Rangan Gupta

Southern Illinois University Edwardsville - Department of Economics & Finance and University of Pretoria - Department of Economics

Downloads 40 (638,148)

Abstract:

38.

U.S. Monetary Policy and the Predictability of Global Economic Synchronization Patterns

Number of pages: 31 Posted: 13 May 2020 Last Revised: 18 May 2020

Mehmet Balcilar and Riza Demirer

Eastern Mediterranean University and Southern Illinois University Edwardsville - Department of Economics & Finance

Downloads 37 (655,889)

Abstract:

39.

Are Reversals Predictable in Emerging Stock Markets? The Role of Market States and Global Factors

Research in International Business and Finance vol. 42, 2017.

Number of pages: 29 Posted: 11 Oct 2017

Riza Demirer, Asli Yuksel and Sadettin Aydin Yuksel

Southern Illinois University Edwardsville - Department of Economics & Finance, Isik University and Isik University-Department of Management

Downloads 35 (668,242)

Abstract:

40.

Bitcoin mining activity and volatility dynamics in the power market

Number of pages: 11 Posted: 05 Oct 2021

Sayar Karmakar, Riza Demirer and Rangan Gupta

University of Florida, Southern Illinois University Edwardsville - Department of Economics & Finance and University of Pretoria - Department of Economics

Downloads 30 (700,939)

Abstract:

41.

Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data

Number of pages: 22 Posted: 28 Jan 2021

Deven Bathia, Riza Demirer, Rangan Gupta and Kevin Kotze

Queen Mary University of London, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Pretoria - Department of Economics and University of Cape Town (UCT), Faculty of Commerce, Graduate School of Business, Students

Downloads 30 (700,939)

Abstract:

42.

Flexible Time‐Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold

Balcilar M, Demirer R, Bekun FV. Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold. Mathematics. 2021; 9(8):915. https://doi.org/10.3390/math9080915

Number of pages: 21 Posted: 21 Apr 2021

Mehmet Balcilar, Riza Demirer and Festus Bekun

Eastern Mediterranean University, Southern Illinois University Edwardsville - Department of Economics & Finance and Istanbul Gelisim University - Faculty of Economics Administrative and Social Sciences

Downloads 16 (809,372)

Abstract:

43.

Oil and Risk Premia in Equity Markets

Studies in Economics and Finance

Posted: 14 Nov 2019 Last Revised: 26 Aug 2020

Satish Kumar, Riza Demirer and Aviral Kumar Tiwari

ICFAI Foundation for Higher Education (IFHE), Southern Illinois University Edwardsville - Department of Economics & Finance and Rajagiri Business School

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44.

Global Risk Aversion and Emerging Market Return Comovements

Economics Letters, Forthcoming.

Posted: 23 Oct 2018

Riza Demirer, Tolga Omay, Asli Yuksel and Sadettin Aydin Yuksel

Southern Illinois University Edwardsville - Department of Economics & Finance, Cankaya University, Isik University and Isik University-Department of Management

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45.

Do Firm Characteristics Matter in Explaining the Herding Effect on Returns?

Review of Financial Economics, 2018

Posted: 15 Mar 2018 Last Revised: 24 Jun 2018

Riza Demirer and Huacheng Zhang

Southern Illinois University Edwardsville - Department of Economics & Finance and Nottingham University Business School

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46.

Does Herding Behavior Exist in Chinese Stock Markets?

Int. Fin. Markets, Inst. and Money 16 (2006) 123–142

Posted: 20 Sep 2012

Riza Demirer and Ali M. Kutan

Southern Illinois University Edwardsville - Department of Economics & Finance and Southern Illinois University at Edwardsville

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47.

The Effect of Ethanol Listing on Corn Prices: Evidence from Spot and Futures Markets

Energy Economics, Vol. 34, pp. 1400-1406, 2012

Posted: 19 Sep 2012

Riza Demirer, Ali M. Kutan and Fanglin Shen

Southern Illinois University Edwardsville - Department of Economics & Finance, Southern Illinois University at Edwardsville and Kent State University - College of Business Administration

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48.

Do Investors Herd in Emerging Stock Markets?: Evidence from the Taiwanese Market

Journal of Economic Behavior & Organization 76 (2010) 283-295

Posted: 19 Sep 2012

Riza Demirer, Ali M. Kutan and Chun-Da Chen

Southern Illinois University Edwardsville - Department of Economics & Finance, Southern Illinois University at Edwardsville and Lamar University

Riza Demirer

Southern Illinois University Edwardsville - Department of Economics & Finance

Professor of Finance

Economic Research Forum (ERF)

Research Fellow

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Scholarly Papers (48)

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