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Aslihan Salih
Aslihan Salih
Faculty of Economics and Administrative Sciences, Professor of Finance, Dean, TED University
Dirección de correo verificada de tedu.edu.tr - Página principal
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Año
The degree of financial liberalization and aggregated stock-return volatility in emerging markets
M Umutlu, L Akdeniz, A Altay-Salih
Journal of Banking & Finance 34 (3), 509-521, 2010
2572010
Cross section of expected stock returns in ISE
L Akdeniz, A Salih, K Aydoğan
Russian and East European Finance and Trade 36 (5), 6-26, 2000
842000
Time-varying betas help in asset pricing: the threshold CAPM
L Akdeniz, AA Salih, C Mehmet
Studies in Nonlinear Dynamics and Econometrics 6 (4), 1-16, 2003
732003
Degree of mispricing with the black-scholes model and nonparametric cures
R Gençay, A Salih
Annals of Economics and Finance 4, 73-101, 2003
712003
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
M Onan, A Salih, B Yasar
Finance Research Letters 11 (4), 454-462, 2014
592014
Exploring exchange rate returns at different time horizons
R Nekhili, A Altay-Salih, R Gençay
Physica A: Statistical Mechanics and its Applications 313 (3-4), 671-682, 2002
422002
Foreign Equity Trading and Stock-Return Volatility at the Aggregate Level?
M Umutlu, L Akdeniz, A Altay-Salih
The World Economy 36 (9), 1209-1228, 2013
34*2013
Is volatility risk priced in the securities market? Evidence from S&P 500 index options
YE Arisoy, A Salih, L Akdeniz
Journal of Futures Markets 27 (7), 617-642, 2007
292007
A behavioral approach to efficient portfolio formation
Y Gulnur Muradoglu, A Altay-Salih, M Mercan
The Journal of Behavioral Finance 6 (4), 202-212, 2005
292005
Constrained nonlinear programming for volatility estimation with GARCH models
A Altay-Salih, MC Pinar, S Leyffer
SIAM Review 45 (3), 485-503, 2003
292003
Expected gain–loss pricing and hedging of contingent claims in incomplete markets by linear programming
MÇ Pınar, A Salih, A Camcı
European Journal of Operational Research 201 (3), 770-785, 2010
222010
Are stock prices too volatile to be justified by the dividend discount model?
L Akdeniz, AA Salih, ST Ok
Physica A: Statistical Mechanics and its Applications 376, 433-444, 2007
212007
Performance of the efficient frontier in an emerging market setting
A Altay-Salih, G Muradoglu, M Mercan
Applied Economics Letters 9 (3), 177-183, 2002
172002
Does ADR listing affect the dynamics of volatility in emerging markets?
M Umutlu, A Salih, L Akdeniz
Finance a Uver-Czech Journal of Economics and Finance 60 (2), 122-137, 2010
162010
Do time-varying betas help in asset pricing? Evidence from Borsa Istanbul
B Yayvak, L Akdeniz, A Altay-Salih
Emerging Markets Finance and Trade 51 (4), 747-756, 2015
152015
Modelling the Volatility in the Central Bank Reserves
F Salman, A Salih
Research and Monetary Policy Department, Central Bank of the Republic of …, 1999
141999
Stretching the success in reward-based crowdfunding
B Yasar, IS Yılmaz, N Hatipoğlu, A Salih
Journal of Business Research 152, 205-220, 2022
122022
The impact of stock index futures introduction on the distributional characteristics of the underlying index: an international perspective
A Salih, V Kurtas
Proceedings of the Eleventh Annual Chicago Board of Trade European Research …, 1999
91999
Aggregate volatility expectations and threshold CAPM
YE Arısoy, A Altay-Salih, L Akdeniz
The North American Journal of Economics and Finance 34, 231-253, 2015
82015
Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming
T Caskurlu, MC Pinar, A Salih, F Salman
Research and Monetary Policy Department, Central Bank of the Republic of …, 2008
62008
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Artículos 1–20